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 | - | - |
26/10/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2020 | - | 100.74 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22/10/2020 | - | 100.44 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21/10/2020 | - | 99.97 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20/10/2020 | 1.01% | 99.00 | 100.00 | 250,000 | 250,000 | 250,000 | 250,000 | 247,500 | 250,000 | 79.98% | 99.97% |
19/10/2020 | 1.00% | 99.04 | 100.04 | 250,000 | 250,000 | 250,000 | 250,000 | 247,609 | 250,109 | 100.00% | 100.00% |
15/10/2020 | 1.00% | 99.09 | 100.09 | 250,000 | 250,000 | 250,000 | 250,000 | 247,707 | 250,207 | 90.07% | 90.07% |
14/10/2020 | 1.00% | 99.20 | 100.20 | 250,000 | 250,000 | 250,000 | 250,000 | 247,959 | 250,459 | 100.00% | 100.00% |
13/10/2020 | 1.00% | 99.16 | 100.16 | 250,000 | 250,000 | 250,000 | 249,998 | 247,864 | 250,362 | 100.00% | 100.00% |