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 | - | - |
30/11/2020 | 0.80% | 100.46 | 101.27 | 60,000 | 60,000 | 60,000 | 60,000 | 60,276 | 60,762 | 100.00% | 100.00% |
27/11/2020 | 0.80% | 100.46 | 101.27 | 60,000 | 60,000 | 60,000 | 60,000 | 60,274 | 60,760 | 98.35% | 98.35% |
26/11/2020 | 0.80% | 100.46 | 101.27 | 60,000 | 60,000 | 60,000 | 60,000 | 60,276 | 60,762 | 100.00% | 100.00% |
25/11/2020 | 0.80% | 100.46 | 101.27 | 60,000 | 60,000 | 60,000 | 60,000 | 60,276 | 60,762 | 100.00% | 100.00% |
24/11/2020 | 0.80% | 100.46 | 101.27 | 60,000 | 60,000 | 60,000 | 60,000 | 60,258 | 60,744 | 100.00% | 100.00% |
23/11/2020 | 0.80% | 100.42 | 101.23 | 60,000 | 60,000 | 60,000 | 60,000 | 60,249 | 60,735 | 100.00% | 100.00% |
20/11/2020 | 0.80% | 100.32 | 101.13 | 60,000 | 60,000 | 60,000 | 60,000 | 60,212 | 60,698 | 100.00% | 100.00% |
19/11/2020 | 0.80% | 100.29 | 101.10 | 60,000 | 60,000 | 60,000 | 60,000 | 60,165 | 60,651 | 100.00% | 100.00% |
18/11/2020 | 0.80% | 100.30 | 101.11 | 60,000 | 60,000 | 60,000 | 60,000 | 60,171 | 60,657 | 100.00% | 100.00% |