Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
14/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 96.82% |
11/12/2020 | 125.90% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 4,398 | 29.91% | 91.02% |
10/12/2020 | 125.41% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 4,363 | 72.32% | 72.32% |
09/12/2020 | 82.35% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 1,872 | 4,419 | 98.75% | 98.75% |
08/12/2020 | 49.42% | 0.02 | 0.03 | 200,000 | 200,000 | 197,224 | 200,000 | 3,016 | 5,058 | 99.60% | 99.60% |