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 | 466,482 | 468,982 | 99.68% | 99.68% |
13/11/2020 | 0.54% | 92.55 | 93.05 | 500,000 | 500,000 | 500,000 | 500,000 | 461,862 | 464,362 | 100.00% | 100.00% |
12/11/2020 | 0.54% | 92.15 | 92.65 | 500,000 | 500,000 | 500,000 | 500,000 | 462,309 | 464,809 | 99.86% | 99.86% |
11/11/2020 | 0.54% | 93.35 | 93.85 | 500,000 | 500,000 | 500,000 | 500,000 | 464,940 | 467,440 | 99.93% | 99.93% |
10/11/2020 | 0.54% | 92.75 | 93.25 | 500,000 | 500,000 | 500,000 | 500,000 | 461,449 | 463,949 | 99.93% | 99.93% |
09/11/2020 | 0.56% | 91.40 | 91.90 | 500,000 | 500,000 | 500,000 | 500,000 | 449,314 | 451,814 | 98.26% | 98.26% |
06/11/2020 | 0.58% | 86.20 | 86.70 | 500,000 | 500,000 | 500,000 | 500,000 | 429,955 | 432,455 | 99.86% | 99.86% |
05/11/2020 | 0.58% | 86.45 | 86.95 | 500,000 | 500,000 | 500,000 | 500,000 | 430,898 | 433,398 | 99.92% | 99.92% |
04/11/2020 | 0.59% | 84.80 | 85.30 | 500,000 | 500,000 | 500,000 | 500,000 | 419,209 | 421,709 | 99.40% | 99.40% |