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 | - | - |
27/11/2020 | 7.16% | 0.25 | 0.27 | 150,000 | 150,000 | 149,999 | 149,999 | 40,539 | 43,539 | 100.00% | 100.00% |
26/11/2020 | 6.52% | 0.29 | 0.31 | 150,000 | 150,000 | 150,000 | 150,000 | 44,591 | 47,591 | 100.00% | 100.00% |
25/11/2020 | 6.05% | 0.30 | 0.32 | 150,000 | 150,000 | 150,000 | 149,999 | 48,263 | 51,263 | 99.99% | 99.99% |
24/11/2020 | 5.74% | 0.32 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 50,952 | 53,952 | 100.00% | 100.00% |
23/11/2020 | 5.21% | 0.44 | 0.46 | 150,000 | 150,000 | 150,000 | 149,985 | 56,533 | 59,527 | 100.00% | 100.00% |
20/11/2020 | 4.14% | 0.48 | 0.50 | 150,000 | 150,000 | 150,000 | 149,995 | 71,081 | 74,079 | 100.00% | 100.00% |
19/11/2020 | 3.85% | 0.51 | 0.53 | 150,000 | 150,000 | 150,000 | 149,999 | 76,594 | 79,594 | 100.00% | 100.00% |
18/11/2020 | 4.45% | 0.40 | 0.42 | 150,000 | 150,000 | 149,992 | 149,995 | 66,102 | 69,103 | 100.00% | 100.00% |
17/11/2020 | 3.90% | 0.48 | 0.50 | 150,000 | 150,000 | 150,000 | 150,000 | 75,467 | 78,467 | 100.00% | 100.00% |