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 | - | - |
27/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
26/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
25/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.87% | 99.87% |
24/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
23/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
20/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
19/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
18/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |
17/11/2020 | 0.51% | 107.70 | 108.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,077,000 | 541,250 | 99.86% | 99.86% |