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 | 8.21% | 0.12 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 11,745 | 12,745 | 100.00% | 100.00% |
19/10/2020 | 7.50% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 12,878 | 13,878 | 100.00% | 100.00% |
15/10/2020 | 7.44% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 12,962 | 13,962 | 99.50% | 99.50% |
14/10/2020 | 6.68% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 14,485 | 15,485 | 100.00% | 100.00% |
13/10/2020 | 6.19% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 15,732 | 16,732 | 100.00% | 100.00% |
12/10/2020 | 5.70% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 17,042 | 18,042 | 100.00% | 100.00% |
09/10/2020 | 5.54% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 17,567 | 18,567 | 100.00% | 100.00% |
08/10/2020 | 6.08% | 0.16 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 15,980 | 16,980 | 100.00% | 100.00% |
07/10/2020 | 6.20% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 15,661 | 16,661 | 100.00% | 100.00% |