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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 98.82% |
16/12/2020 | 133.33% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 34.50% | 100.00% |
15/12/2020 | 118.38% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,285 | 12,500 | 99.79% | 100.00% |
14/12/2020 | 132.50% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,562 | 12,562 | 100.00% | 100.00% |
11/12/2020 | 79.04% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 7,941 | 17,941 | 99.96% | 99.96% |
10/12/2020 | 98.59% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 5,176 | 15,176 | 99.97% | 99.97% |
09/12/2020 | 96.67% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 4,898 | 14,071 | 99.26% | 99.26% |
08/12/2020 | 44.11% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 13,969 | 21,469 | 100.00% | 100.00% |