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 | - | - |
14/10/2020 | 12.09% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 15,703 | 17,703 | 98.42% | 98.42% |
13/10/2020 | 9.01% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 21,294 | 23,294 | 99.13% | 99.13% |
12/10/2020 | 8.02% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 23,992 | 25,992 | 99.04% | 99.04% |
09/10/2020 | 6.46% | 0.14 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 30,022 | 32,022 | 99.16% | 99.16% |
08/10/2020 | 8.01% | 0.14 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 24,189 | 26,189 | 98.83% | 98.83% |
07/10/2020 | 8.44% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 22,747 | 24,747 | 99.12% | 99.12% |
06/10/2020 | 7.76% | 0.13 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 24,947 | 26,947 | 98.84% | 98.84% |
05/10/2020 | 8.57% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 22,463 | 24,463 | 98.65% | 98.65% |
02/10/2020 | 11.11% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 17,115 | 19,115 | 98.76% | 98.76% |