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 | 6.62% | 0.12 | 0.13 | 50,000 | 100,000 | 99,996 | 100,000 | 14,678 | 15,679 | 83.73% | 99.94% |
26/11/2020 | 5.57% | 0.16 | 0.18 | 50,000 | 100,000 | 100,000 | 100,000 | 17,518 | 18,518 | 96.88% | 100.00% |
25/11/2020 | 5.08% | 0.17 | 0.20 | 100,000 | 100,000 | 100,000 | 99,978 | 19,457 | 20,453 | 96.88% | 100.00% |
24/11/2020 | 4.69% | 0.18 | 0.18 | 50,000 | 100,000 | 100,000 | 100,000 | 20,999 | 21,999 | 96.88% | 100.00% |
23/11/2020 | 4.11% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 24,462 | 25,462 | 100.00% | 100.00% |
20/11/2020 | 2.88% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 34,360 | 35,360 | 100.00% | 100.00% |
19/11/2020 | 2.59% | 0.38 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 38,224 | 39,224 | 100.00% | 100.00% |
18/11/2020 | 3.18% | 0.27 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 31,097 | 32,097 | 100.00% | 100.00% |
17/11/2020 | 2.61% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 37,912 | 38,912 | 100.00% | 100.00% |