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 | 133.33% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 2.89% | 98.82% |
16/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 95.99% | 100.00% |
15/12/2020 | 72.82% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 6,723 | 14,223 | 100.00% | 100.00% |
14/12/2020 | 61.79% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 8,527 | 16,027 | 99.99% | 99.99% |
11/12/2020 | 32.48% | 0.03 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 19,910 | 27,410 | 100.00% | 100.00% |
10/12/2020 | 36.24% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 12,423 | 17,877 | 99.97% | 99.97% |
09/12/2020 | 33.98% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 12,276 | 17,276 | 99.26% | 99.26% |
08/12/2020 | 16.56% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 28,780 | 33,780 | 100.00% | 100.00% |