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 | 32.58% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 4,207 | 5,807 | 51.78% | 51.78% |
17/12/2020 | 11.27% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 18,189 | 20,189 | 99.45% | 99.45% |
16/12/2020 | 20.08% | 0.04 | 0.05 | 200,000 | 200,000 | 199,833 | 200,000 | 9,370 | 11,379 | 100.00% | 100.00% |
15/12/2020 | 24.20% | 0.04 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 7,388 | 9,388 | 99.93% | 99.93% |
14/12/2020 | 42.76% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 3,892 | 5,902 | 98.15% | 98.15% |
11/12/2020 | 13.51% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 13,973 | 15,973 | 100.00% | 100.00% |
10/12/2020 | 11.09% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 17,173 | 19,173 | 99.84% | 99.84% |
09/12/2020 | 6.98% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 28,190 | 30,190 | 98.93% | 98.93% |
08/12/2020 | 5.37% | 0.18 | 0.19 | 200,000 | 200,000 | 199,972 | 199,983 | 36,299 | 38,301 | 100.00% | 100.00% |