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 | - | - |
30/11/2020 | 0.49% | 101.42 | 101.92 | 500,000 | 1,000 | 500,000 | 1,000 | 507,706 | 1,020 | 100.00% | 100.00% |
27/11/2020 | 0.49% | 101.41 | 101.91 | 500,000 | 1,000 | 500,000 | 1,000 | 506,603 | 1,018 | 99.70% | 99.70% |
26/11/2020 | 0.49% | 101.07 | 101.57 | 500,000 | 1,000 | 500,000 | 1,000 | 505,149 | 1,015 | 100.00% | 100.00% |
25/11/2020 | 0.50% | 100.87 | 101.37 | 500,000 | 1,000 | 500,000 | 1,000 | 503,492 | 1,012 | 100.00% | 100.00% |
24/11/2020 | 0.50% | 100.66 | 101.16 | 500,000 | 1,000 | 500,000 | 1,000 | 503,079 | 1,011 | 100.00% | 100.00% |
23/11/2020 | 0.50% | 99.77 | 100.27 | 500,000 | 1,000 | 500,000 | 1,000 | 500,863 | 1,007 | 100.00% | 100.00% |
20/11/2020 | 0.50% | 99.57 | 100.07 | 500,000 | 1,000 | 500,000 | 1,000 | 498,205 | 1,001 | 92.67% | 92.67% |
19/11/2020 | 0.50% | 99.27 | 99.77 | 500,000 | 1,000 | 500,000 | 1,000 | 496,427 | 998 | 100.00% | 100.00% |
18/11/2020 | 0.50% | 99.99 | 100.49 | 500,000 | 1,000 | 500,000 | 1,000 | 498,988 | 1,003 | 100.00% | 100.00% |