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 | - | - |
16/11/2020 | 0.53% | 93.20 | 93.70 | 500,000 | 500,000 | 500,000 | 500,000 | 466,471 | 468,971 | 99.85% | 99.85% |
13/11/2020 | 0.54% | 92.55 | 93.05 | 500,000 | 500,000 | 500,000 | 500,000 | 461,860 | 464,360 | 100.00% | 100.00% |
12/11/2020 | 0.54% | 92.10 | 92.60 | 500,000 | 500,000 | 500,000 | 500,000 | 462,288 | 464,788 | 99.93% | 99.93% |
11/11/2020 | 0.54% | 93.35 | 93.85 | 500,000 | 500,000 | 500,000 | 500,000 | 464,917 | 467,417 | 100.00% | 100.00% |
10/11/2020 | 0.54% | 92.80 | 93.30 | 500,000 | 500,000 | 500,000 | 500,000 | 461,426 | 463,926 | 100.00% | 100.00% |
09/11/2020 | 0.56% | 91.40 | 91.90 | 500,000 | 500,000 | 500,000 | 500,000 | 449,268 | 451,768 | 98.14% | 98.14% |
06/11/2020 | 0.58% | 86.25 | 86.75 | 500,000 | 500,000 | 500,000 | 500,000 | 429,891 | 432,391 | 99.93% | 99.93% |
05/11/2020 | 0.58% | 86.45 | 86.95 | 500,000 | 500,000 | 500,000 | 500,000 | 430,867 | 433,367 | 100.00% | 100.00% |
04/11/2020 | 0.59% | 84.80 | 85.30 | 500,000 | 500,000 | 500,000 | 500,000 | 419,139 | 421,639 | 99.26% | 99.26% |