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 | 2.86% | 98.82% |
16/12/2020 | 79.87% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 5,844 | 12,870 | 100.00% | 100.00% |
15/12/2020 | 22.01% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 20,403 | 25,403 | 100.00% | 100.00% |
14/12/2020 | 27.04% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 22,203 | 29,144 | 100.00% | 100.00% |
11/12/2020 | 16.37% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 43,038 | 50,538 | 100.00% | 100.00% |
10/12/2020 | 16.71% | 0.06 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 28,489 | 33,632 | 99.94% | 99.94% |
09/12/2020 | 16.65% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 27,629 | 32,629 | 99.26% | 99.26% |
08/12/2020 | 8.55% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 57,622 | 62,622 | 100.00% | 100.00% |