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 | - | - |
30/11/2020 | 2.37% | 0.43 | 0.44 | 500,000 | 500,000 | 499,991 | 499,995 | 214,901 | 219,903 | 99.92% | 99.92% |
27/11/2020 | 1.75% | 0.54 | 0.55 | 500,000 | 500,000 | 499,955 | 499,948 | 283,271 | 288,265 | 96.96% | 96.96% |
26/11/2020 | 1.59% | 0.60 | 0.61 | 500,000 | 500,000 | 499,986 | 500,000 | 311,635 | 316,644 | 99.91% | 99.91% |
25/11/2020 | 1.46% | 0.63 | 0.64 | 500,000 | 500,000 | 499,991 | 499,995 | 340,668 | 345,670 | 97.55% | 97.55% |
24/11/2020 | 1.37% | 0.67 | 0.68 | 500,000 | 500,000 | 499,977 | 499,877 | 363,779 | 368,707 | 99.16% | 99.16% |
23/11/2020 | 1.24% | 0.95 | 0.96 | 500,000 | 500,000 | 499,987 | 499,911 | 404,690 | 409,628 | 99.65% | 99.65% |
20/11/2020 | 1.00% | 1.00 | 1.01 | 500,000 | 500,000 | 500,000 | 499,999 | 498,391 | 503,390 | 99.49% | 99.49% |
19/11/2020 | 0.93% | 1.08 | 1.09 | 500,000 | 500,000 | 500,000 | 500,000 | 537,383 | 542,384 | 97.99% | 97.99% |
18/11/2020 | 1.07% | 0.84 | 0.85 | 500,000 | 500,000 | 500,000 | 500,000 | 465,046 | 470,046 | 99.95% | 99.95% |