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 | - | - |
09/11/2020 | 0.50% | 99.70 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 497,735 | 500,235 | 99.85% | 99.85% |
06/11/2020 | 0.51% | 98.40 | 98.90 | 500,000 | 500,000 | 500,000 | 500,000 | 490,819 | 493,319 | 100.00% | 100.00% |
05/11/2020 | 0.51% | 98.35 | 98.85 | 500,000 | 500,000 | 500,000 | 500,000 | 491,147 | 493,647 | 100.00% | 100.00% |
04/11/2020 | 0.51% | 97.80 | 98.30 | 500,000 | 500,000 | 500,000 | 500,000 | 486,560 | 489,060 | 99.92% | 99.92% |
03/11/2020 | 0.52% | 96.75 | 97.25 | 500,000 | 500,000 | 500,000 | 500,000 | 481,769 | 484,269 | 100.00% | 100.00% |
02/11/2020 | 0.52% | 95.35 | 95.85 | 500,000 | 500,000 | 500,000 | 500,000 | 476,462 | 478,962 | 99.92% | 99.92% |
30/10/2020 | 0.53% | 94.15 | 94.65 | 500,000 | 500,000 | 500,000 | 500,000 | 470,672 | 473,172 | 99.58% | 99.58% |
29/10/2020 | 0.53% | 94.10 | 94.60 | 500,000 | 500,000 | 500,000 | 500,000 | 470,466 | 472,966 | 85.87% | 85.87% |
28/10/2020 | 0.53% | 93.95 | 94.45 | 500,000 | 500,000 | 500,000 | 500,000 | 471,647 | 474,147 | 100.00% | 100.00% |