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 | 32.33% | 100.00% |
15/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 93.71% | 100.00% |
14/12/2020 | 127.53% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,805 | 12,500 | 75.17% | 100.00% |
11/12/2020 | 103.54% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 4,863 | 14,863 | 100.00% | 100.00% |
10/12/2020 | 131.80% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,615 | 12,615 | 99.96% | 99.96% |
09/12/2020 | 117.56% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,328 | 12,500 | 99.26% | 99.26% |
08/12/2020 | 57.67% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 9,609 | 17,109 | 100.00% | 100.00% |