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 | - | - |
17/12/2020 | - | 0.01 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.85% |
16/12/2020 | 88.49% | 0.02 | 0.04 | 250,000 | 250,000 | 281,311 | 250,000 | 3,989 | 8,363 | 100.00% | 100.00% |
15/12/2020 | 22.43% | 0.04 | 0.05 | 500,000 | 250,000 | 500,000 | 250,000 | 19,923 | 12,462 | 100.00% | 100.00% |
14/12/2020 | 16.05% | 0.06 | 0.07 | 500,000 | 250,000 | 500,000 | 250,000 | 28,967 | 16,983 | 100.00% | 100.00% |
11/12/2020 | 7.56% | 0.12 | 0.13 | 420,000 | 250,000 | 391,143 | 250,000 | 50,057 | 35,391 | 99.97% | 99.97% |
10/12/2020 | 13.45% | 0.07 | 0.08 | 500,000 | 250,000 | 500,000 | 250,000 | 34,979 | 19,990 | 100.00% | 100.00% |
09/12/2020 | 13.80% | 0.07 | 0.08 | 500,000 | 250,000 | 500,000 | 250,000 | 33,884 | 19,442 | 100.00% | 100.00% |
08/12/2020 | 8.70% | 0.10 | 0.11 | 500,000 | 250,000 | 457,224 | 250,000 | 50,284 | 30,119 | 100.00% | 100.00% |
07/12/2020 | 7.14% | 0.12 | 0.13 | 420,000 | 250,000 | 374,795 | 250,000 | 50,583 | 36,378 | 100.00% | 100.00% |