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 | - | - |
17/12/2020 | - | - | 0.01 | 0 | 30,000 | 0 | 0 | 0 | 0 | 0.00% | 77.36% |
16/12/2020 | 120.00% | 0.01 | 0.01 | 30,000 | 30,000 | 30,000 | 30,000 | 300 | 1,200 | 7.06% | 66.77% |
15/12/2020 | 58.94% | 0.08 | 0.11 | 30,000 | 30,000 | 30,000 | 30,000 | 1,265 | 2,165 | 99.18% | 99.18% |
14/12/2020 | 34.96% | 0.03 | 0.06 | 30,000 | 30,000 | 30,000 | 30,000 | 2,655 | 3,555 | 83.70% | 83.70% |
11/12/2020 | 6.90% | 0.33 | 0.36 | 30,000 | 30,000 | 30,000 | 30,000 | 12,797 | 13,697 | 66.20% | 66.20% |
10/12/2020 | 10.02% | 0.28 | 0.31 | 30,000 | 30,000 | 30,000 | 30,000 | 8,578 | 9,478 | 37.93% | 37.93% |
09/12/2020 | 9.94% | 0.31 | 0.34 | 30,000 | 30,000 | 30,000 | 30,000 | 8,626 | 9,526 | 96.05% | 96.05% |
08/12/2020 | 2.25% | 0.36 | 0.39 | 30,000 | 30,000 | 30,000 | 30,000 | 18,049 | 18,423 | 30.97% | 30.97% |
07/12/2020 | 1.74% | 0.60 | 0.61 | 30,000 | 30,000 | 30,000 | 30,000 | 21,239 | 21,612 | 97.85% | 97.85% |