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 | - | - | 0.01 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
17/12/2020 | - | - | 0.01 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 43.15% |
16/12/2020 | - | - | 0.01 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 87.41% |
15/12/2020 | - | - | 0.01 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 96.94% |
14/12/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 5,000 | 6,000 | 17.68% | 87.68% |
11/12/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 300,000 | 500,000 | 300,000 | 5,000 | 6,000 | 44.22% | 96.77% |
10/12/2020 | 43.90% | 0.01 | 0.02 | 500,000 | 300,000 | 500,000 | 300,000 | 10,231 | 9,138 | 96.14% | 96.14% |
09/12/2020 | 25.38% | 0.03 | 0.04 | 500,000 | 300,000 | 500,000 | 300,000 | 17,513 | 13,508 | 98.91% | 98.91% |
08/12/2020 | 23.54% | 0.03 | 0.04 | 500,000 | 300,000 | 500,000 | 300,000 | 19,722 | 14,833 | 98.91% | 98.91% |