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 | - | - |
20/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 92.63% | 92.63% |
19/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 100.00% | 100.00% |
18/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 100.00% | 100.00% |
17/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 97.59% | 97.59% |
16/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 99.84% | 99.84% |
13/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 100.00% | 100.00% |
12/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 100.00% | 100.00% |
11/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 100.00% | 100.00% |
10/11/2020 | 0.63% | 94.60 | 95.20 | 250,000 | 250,000 | 250,000 | 250,000 | 236,500 | 238,000 | 98.57% | 98.57% |