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% | 99.70 | 100.10 | 500,000 | 100,000 | 124,052 | 24,810 | 123,680 | 24,835 | 99.22% | 99.22% |
17/11/2020 | 0.40% | 99.70 | 100.10 | 500,000 | 100,000 | 134,613 | 26,923 | 134,209 | 26,949 | 99.12% | 99.12% |
16/11/2020 | 0.40% | 99.70 | 100.10 | 500,000 | 100,000 | 120,443 | 24,089 | 120,082 | 24,113 | 99.58% | 99.58% |
13/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 118,144 | 23,629 | 117,908 | 23,676 | 98.98% | 98.98% |
12/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 120,416 | 24,083 | 120,175 | 24,131 | 99.58% | 99.58% |
11/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 121,206 | 24,241 | 120,957 | 24,288 | 98.45% | 98.45% |
10/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 146,956 | 29,391 | 146,662 | 29,450 | 99.58% | 99.58% |
09/11/2020 | 0.40% | 99.60 | 100.00 | 500,000 | 100,000 | 150,845 | 30,169 | 150,294 | 30,180 | 95.74% | 95.74% |
06/11/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 150,397 | 30,079 | 150,096 | 30,140 | 96.18% | 96.18% |