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 | - | - |
13/11/2020 | 2.29% | 1.71 | 1.75 | 10,000 | 2,500 | 10,000 | 2,500 | 17,244 | 4,411 | 100.00% | 100.00% |
12/11/2020 | 2.33% | 1.73 | 1.77 | 10,000 | 2,500 | 10,000 | 2,500 | 17,002 | 4,351 | 100.00% | 100.00% |
11/11/2020 | 2.30% | 1.68 | 1.72 | 10,000 | 2,500 | 10,000 | 2,500 | 17,197 | 4,399 | 100.00% | 100.00% |
10/11/2020 | 2.11% | 1.88 | 1.92 | 10,000 | 2,500 | 10,000 | 3,663 | 18,652 | 6,989 | 100.00% | 100.00% |
09/11/2020 | 2.22% | 1.78 | 1.82 | 10,000 | 2,500 | 10,000 | 2,500 | 17,802 | 4,551 | 100.00% | 100.00% |
06/11/2020 | 2.05% | 1.90 | 1.94 | 10,000 | 2,500 | 10,030 | 2,500 | 19,345 | 4,921 | 100.00% | 100.00% |
05/11/2020 | 2.08% | 1.91 | 1.95 | 10,000 | 2,500 | 10,000 | 2,500 | 19,030 | 4,857 | 100.00% | 100.00% |
04/11/2020 | 1.93% | 1.95 | 1.99 | 10,000 | 2,500 | 10,000 | 2,500 | 20,502 | 5,225 | 100.00% | 100.00% |
03/11/2020 | 1.73% | 2.22 | 2.26 | 10,000 | 2,500 | 10,431 | 2,500 | 23,863 | 5,817 | 100.00% | 100.00% |