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 | - | - |
08/12/2020 | 2.10% | 0.39 | 0.40 | 490,000 | 500,000 | 499,973 | 499,922 | 237,479 | 242,454 | 99.28% | 99.28% |
07/12/2020 | 2.00% | 0.46 | 0.47 | 500,000 | 500,000 | 499,995 | 499,945 | 248,972 | 253,949 | 98.73% | 98.73% |
04/12/2020 | 2.10% | 0.43 | 0.44 | 500,000 | 500,000 | 499,983 | 499,879 | 237,227 | 242,176 | 99.98% | 99.98% |
03/12/2020 | 2.08% | 0.48 | 0.49 | 500,000 | 500,000 | 499,915 | 499,928 | 239,055 | 244,057 | 99.74% | 99.74% |
02/12/2020 | 2.82% | 0.35 | 0.36 | 500,000 | 500,000 | 499,854 | 499,773 | 177,905 | 182,869 | 99.99% | 99.99% |
01/12/2020 | 28.97% | 0.20 | 0.28 | 500,000 | 500,000 | 499,995 | 499,979 | 77,618 | 100,380 | 100.00% | 100.00% |
30/11/2020 | 22.09% | 0.23 | 0.29 | 500,000 | 500,000 | 499,944 | 499,943 | 108,603 | 125,720 | 99.94% | 99.94% |
27/11/2020 | 2.77% | 0.33 | 0.34 | 500,000 | 500,000 | 499,893 | 499,938 | 179,125 | 184,134 | 96.96% | 96.96% |
26/11/2020 | 2.39% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 499,877 | 206,872 | 211,822 | 99.91% | 99.91% |