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 | - | - |
03/12/2020 | 9.54% | 0.06 | 0.07 | 150,000 | 150,000 | 150,000 | 150,000 | 17,187 | 18,687 | 99.60% | 99.60% |
02/12/2020 | 4.58% | 0.22 | 0.23 | 150,000 | 150,000 | 150,000 | 150,000 | 32,222 | 33,722 | 100.00% | 100.00% |
01/12/2020 | 4.93% | 0.14 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 29,965 | 31,465 | 100.00% | 100.00% |
30/11/2020 | 4.66% | 0.22 | 0.23 | 150,000 | 150,000 | 150,000 | 150,000 | 31,617 | 33,117 | 100.00% | 100.00% |
27/11/2020 | 4.63% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 31,775 | 33,275 | 98.74% | 98.74% |
26/11/2020 | 4.70% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 31,295 | 32,795 | 100.00% | 100.00% |
25/11/2020 | 4.58% | 0.18 | 0.19 | 150,000 | 150,000 | 150,000 | 150,000 | 32,146 | 33,646 | 99.10% | 99.10% |
24/11/2020 | 4.57% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 32,335 | 33,835 | 97.73% | 97.73% |
23/11/2020 | 4.95% | 0.27 | 0.28 | 150,000 | 150,000 | 150,000 | 150,000 | 29,820 | 31,320 | 100.00% | 100.00% |