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 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 64.79% | 98.74% |
16/12/2020 | 132.00% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,250 | 61.57% | 100.00% |
15/12/2020 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2020 | 120.00% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 10,000 | 32.43% | 100.00% |
11/12/2020 | 107.71% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 3,399 | 10,899 | 98.29% | 99.99% |
10/12/2020 | 70.85% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 7,473 | 14,973 | 95.36% | 95.92% |
09/12/2020 | 81.32% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 5,618 | 13,118 | 99.26% | 99.26% |
08/12/2020 | 103.64% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,866 | 11,366 | 99.97% | 99.97% |