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 | 9.91% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 52,666 | 57,666 | 96.43% | 96.43% |
16/12/2020 | 34.10% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 13,149 | 18,149 | 91.73% | 91.73% |
15/12/2020 | 38.06% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 11,650 | 16,650 | 99.25% | 99.25% |
14/12/2020 | 16.84% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 27,814 | 32,814 | 92.20% | 92.20% |
11/12/2020 | 13.70% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 35,949 | 40,949 | 99.53% | 99.53% |
10/12/2020 | 7.93% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 63,018 | 68,018 | 98.91% | 98.91% |
09/12/2020 | 8.27% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 58,379 | 63,379 | 99.24% | 99.24% |
08/12/2020 | 13.96% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 35,432 | 40,432 | 100.00% | 100.00% |