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 | 0.89% | 89.22 | 90.02 | 250,000 | 250,000 | 250,000 | 250,000 | 223,001 | 225,001 | 100.00% | 100.00% |
19/11/2020 | 0.88% | 89.98 | 90.78 | 250,000 | 250,000 | 250,000 | 250,000 | 225,564 | 227,564 | 100.00% | 100.00% |
18/11/2020 | 0.87% | 91.35 | 92.15 | 250,000 | 250,000 | 250,000 | 250,000 | 229,213 | 231,213 | 100.00% | 100.00% |
17/11/2020 | 0.87% | 91.65 | 92.45 | 250,000 | 250,000 | 250,000 | 250,000 | 227,747 | 229,747 | 100.00% | 100.00% |
16/11/2020 | 0.89% | 90.82 | 91.62 | 250,000 | 250,000 | 250,000 | 250,000 | 223,300 | 225,300 | 100.00% | 100.00% |
13/11/2020 | 0.91% | 87.66 | 88.46 | 250,000 | 250,000 | 250,000 | 250,000 | 218,848 | 220,848 | 100.00% | 100.00% |
12/11/2020 | 0.91% | 87.40 | 88.20 | 250,000 | 250,000 | 250,000 | 250,000 | 218,917 | 220,917 | 100.00% | 100.00% |
11/11/2020 | 0.90% | 88.16 | 88.96 | 250,000 | 250,000 | 250,000 | 250,000 | 221,102 | 223,102 | 100.00% | 100.00% |
10/11/2020 | 0.91% | 88.76 | 89.56 | 250,000 | 250,000 | 250,000 | 250,000 | 219,482 | 221,482 | 100.00% | 100.00% |