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 | - | - |
20/10/2020 | 11.36% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 24,980 | 27,980 | 100.00% | 100.00% |
19/10/2020 | 10.18% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 28,222 | 31,222 | 99.73% | 99.73% |
15/10/2020 | 6.20% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 300,000 | 46,953 | 49,953 | 99.92% | 99.92% |
14/10/2020 | 6.24% | 0.14 | 0.14 | 300,000 | 300,000 | 300,000 | 300,000 | 46,935 | 49,935 | 99.58% | 99.58% |
13/10/2020 | 5.50% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 53,077 | 56,077 | 99.93% | 99.93% |
12/10/2020 | 5.44% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 54,123 | 57,123 | 100.00% | 100.00% |
09/10/2020 | 8.11% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 35,857 | 38,857 | 100.00% | 100.00% |
08/10/2020 | 5.42% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 53,875 | 56,875 | 99.99% | 99.99% |
07/10/2020 | 5.54% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 52,679 | 55,679 | 99.96% | 99.96% |