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 | - | - | 0.02 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.69% |
16/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.50% |
15/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.98% |
14/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.28% |
11/12/2020 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.31% |
10/12/2020 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 133,365 | 133,365 | 667 | 2,667 | 78.69% | 98.43% |
09/12/2020 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 162,067 | 162,067 | 810 | 3,241 | 6.65% | 98.50% |
08/12/2020 | 120.00% | 0.01 | 0.02 | 200,000 | 200,000 | 146,476 | 146,476 | 732 | 2,930 | 99.34% | 99.34% |