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 | - | - |
12/11/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 | 501,500 | 100.00% | 100.00% |
11/11/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 | 501,500 | 99.94% | 99.94% |
10/11/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 498,921 | 501,421 | 100.00% | 100.00% |
09/11/2020 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 | 501,750 | 100.00% | 100.00% |
06/11/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 499,007 | 501,507 | 97.15% | 97.15% |
05/11/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 499,003 | 501,503 | 100.00% | 100.00% |
04/11/2020 | 0.50% | 99.70 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 498,055 | 500,555 | 99.98% | 99.98% |
03/11/2020 | 0.50% | 99.45 | 99.95 | 500,000 | 500,000 | 500,000 | 500,000 | 496,884 | 499,384 | 100.00% | 100.00% |
02/11/2020 | 0.50% | 98.90 | 99.40 | 500,000 | 500,000 | 499,956 | 500,000 | 494,170 | 496,714 | 100.00% | 100.00% |