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 | - | - |
01/10/2020 | 9.09% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 21,312 | 23,312 | 98.71% | 98.71% |
30/09/2020 | 6.96% | 0.13 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 27,780 | 29,780 | 94.56% | 94.56% |
29/09/2020 | 6.40% | 0.14 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 30,270 | 32,270 | 99.15% | 99.15% |
28/09/2020 | 5.72% | 0.17 | 0.18 | 200,000 | 200,000 | 200,000 | 200,000 | 33,964 | 35,964 | 99.15% | 99.15% |
25/09/2020 | 5.92% | 0.16 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 32,811 | 34,811 | 99.00% | 99.00% |
24/09/2020 | 5.71% | 0.16 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 34,087 | 36,087 | 98.58% | 98.58% |
23/09/2020 | 4.59% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 42,711 | 44,711 | 98.66% | 98.66% |
22/09/2020 | 4.94% | 0.21 | 0.22 | 200,000 | 200,000 | 200,000 | 200,000 | 39,725 | 41,725 | 98.80% | 98.80% |
21/09/2020 | 5.83% | 0.17 | 0.18 | 200,000 | 200,000 | 200,000 | 200,000 | 33,381 | 35,381 | 98.85% | 98.85% |