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 | 4.39% | 100.00% |
15/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 82.97% | 100.00% |
14/12/2020 | 126.63% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,852 | 12,500 | 99.80% | 100.00% |
11/12/2020 | 128.45% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,866 | 12,866 | 100.00% | 100.00% |
10/12/2020 | 88.40% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 4,859 | 12,499 | 99.97% | 99.97% |
09/12/2020 | 122.76% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,055 | 12,500 | 99.26% | 99.26% |
08/12/2020 | 73.82% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 6,562 | 14,062 | 100.00% | 100.00% |