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% | 93.25 | 93.75 | 500,000 | 500,000 | 500,000 | 500,000 | 466,589 | 469,089 | 99.92% | 99.92% |
13/11/2020 | 0.54% | 92.55 | 93.05 | 500,000 | 500,000 | 500,000 | 500,000 | 462,018 | 464,518 | 100.00% | 100.00% |
12/11/2020 | 0.54% | 92.15 | 92.65 | 500,000 | 500,000 | 500,000 | 500,000 | 462,448 | 464,948 | 100.00% | 100.00% |
11/11/2020 | 0.54% | 93.45 | 93.95 | 500,000 | 500,000 | 500,000 | 500,000 | 465,141 | 467,641 | 100.00% | 100.00% |
10/11/2020 | 0.54% | 92.80 | 93.30 | 500,000 | 500,000 | 500,000 | 500,000 | 461,557 | 464,057 | 99.53% | 99.53% |
09/11/2020 | 0.55% | 91.45 | 91.95 | 500,000 | 500,000 | 500,000 | 500,000 | 449,477 | 451,977 | 98.39% | 98.39% |
06/11/2020 | 0.58% | 86.30 | 86.80 | 500,000 | 500,000 | 500,000 | 500,000 | 430,208 | 432,708 | 99.84% | 99.84% |
05/11/2020 | 0.58% | 86.55 | 87.05 | 500,000 | 500,000 | 500,000 | 500,000 | 431,199 | 433,699 | 100.00% | 100.00% |
04/11/2020 | 0.59% | 84.85 | 85.35 | 500,000 | 500,000 | 500,000 | 500,000 | 419,525 | 422,025 | 99.54% | 99.54% |