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 | 4.06% | 0.25 | 0.26 | 150,000 | 150,000 | 150,000 | 150,000 | 36,913 | 38,413 | 100.00% | 100.00% |
27/11/2020 | 3.06% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 48,475 | 49,975 | 100.00% | 100.00% |
26/11/2020 | 2.79% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 53,036 | 54,536 | 100.00% | 100.00% |
25/11/2020 | 2.60% | 0.36 | 0.37 | 150,000 | 150,000 | 150,000 | 150,000 | 57,085 | 58,585 | 99.99% | 99.99% |
24/11/2020 | 2.48% | 0.37 | 0.38 | 150,000 | 150,000 | 150,000 | 150,000 | 59,901 | 61,401 | 100.00% | 100.00% |
23/11/2020 | 2.28% | 0.51 | 0.52 | 150,000 | 150,000 | 150,000 | 150,000 | 65,522 | 67,022 | 96.14% | 96.14% |
20/11/2020 | 1.82% | 0.55 | 0.56 | 150,000 | 150,000 | 150,000 | 150,000 | 81,561 | 83,061 | 100.00% | 100.00% |
19/11/2020 | 1.70% | 0.59 | 0.60 | 150,000 | 150,000 | 150,000 | 150,000 | 87,406 | 88,906 | 100.00% | 100.00% |
18/11/2020 | 1.95% | 0.46 | 0.47 | 150,000 | 150,000 | 150,000 | 150,000 | 76,223 | 77,723 | 100.00% | 100.00% |