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 | - | - |
18/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 124,110 | 24,822 | 123,862 | 24,872 | 99.15% | 99.15% |
17/11/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 134,635 | 26,927 | 134,501 | 27,008 | 99.05% | 99.05% |
16/11/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 122,021 | 24,404 | 121,899 | 24,477 | 97.39% | 97.39% |
13/11/2020 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 118,294 | 23,659 | 118,294 | 23,754 | 99.00% | 99.00% |
12/11/2020 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 120,401 | 24,080 | 120,401 | 24,177 | 99.58% | 99.58% |
11/11/2020 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 121,309 | 24,262 | 121,309 | 24,359 | 98.36% | 98.36% |
10/11/2020 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 146,704 | 29,341 | 146,851 | 29,488 | 99.09% | 99.09% |
09/11/2020 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 150,763 | 30,153 | 150,913 | 30,303 | 95.82% | 95.82% |
06/11/2020 | 0.40% | 100.20 | 100.60 | 500,000 | 100,000 | 147,182 | 29,436 | 147,477 | 29,613 | 99.35% | 99.35% |