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 | - | - |
06/11/2020 | 0.92% | 86.40 | 87.20 | 250,000 | 250,000 | 250,000 | 250,000 | 215,508 | 217,508 | 100.00% | 100.00% |
05/11/2020 | 0.93% | 85.99 | 86.79 | 250,000 | 250,000 | 250,000 | 250,000 | 213,774 | 215,774 | 100.00% | 100.00% |
04/11/2020 | 0.96% | 83.87 | 84.67 | 250,000 | 250,000 | 250,000 | 250,000 | 207,884 | 209,884 | 100.00% | 100.00% |
03/11/2020 | 0.96% | 84.28 | 85.08 | 250,000 | 250,000 | 250,000 | 250,000 | 207,587 | 209,587 | 100.00% | 100.00% |
02/11/2020 | 1.00% | 80.23 | 81.03 | 250,000 | 250,000 | 250,000 | 250,000 | 198,204 | 200,196 | 100.00% | 100.00% |
30/10/2020 | 1.01% | 77.55 | 78.33 | 250,000 | 250,000 | 250,000 | 250,000 | 194,647 | 196,617 | 100.00% | 100.00% |
29/10/2020 | 1.01% | 77.67 | 78.46 | 250,000 | 250,000 | 250,000 | 250,000 | 194,594 | 196,561 | 96.70% | 96.70% |
28/10/2020 | 0.97% | 82.96 | 83.76 | 250,000 | 250,000 | 250,000 | 250,000 | 205,768 | 207,768 | 100.00% | 100.00% |
27/10/2020 | 0.92% | 84.98 | 85.78 | 250,000 | 250,000 | 250,000 | 250,000 | 215,918 | 217,918 | 100.00% | 100.00% |