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 | - | - |
02/12/2020 | 3.16% | 1.24 | 1.28 | 2,500 | 2,500 | 2,500 | 2,500 | 3,117 | 3,217 | 100.00% | 100.00% |
01/12/2020 | 3.40% | 1.17 | 1.21 | 2,500 | 2,500 | 2,500 | 2,500 | 2,896 | 2,996 | 100.00% | 100.00% |
30/11/2020 | 3.34% | 1.18 | 1.22 | 2,500 | 2,500 | 2,500 | 2,500 | 2,948 | 3,048 | 100.00% | 100.00% |
27/11/2020 | 3.16% | 1.23 | 1.27 | 2,500 | 2,500 | 2,500 | 2,500 | 3,111 | 3,211 | 88.68% | 88.68% |
26/11/2020 | 3.00% | 1.27 | 1.31 | 2,500 | 2,500 | 6,178 | 2,500 | 7,977 | 3,301 | 100.00% | 100.00% |
25/11/2020 | 3.02% | 1.28 | 1.32 | 2,500 | 2,500 | 2,500 | 2,500 | 3,266 | 3,366 | 100.00% | 100.00% |
24/11/2020 | 2.98% | 1.30 | 1.34 | 2,500 | 2,500 | 2,500 | 2,500 | 3,309 | 3,409 | 100.00% | 100.00% |
23/11/2020 | 2.90% | 1.43 | 1.47 | 2,500 | 2,500 | 2,500 | 2,500 | 3,397 | 3,497 | 100.00% | 100.00% |
20/11/2020 | 2.72% | 1.45 | 1.49 | 2,500 | 2,500 | 2,500 | 2,500 | 3,625 | 3,725 | 100.00% | 100.00% |