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 | - | - |
18/11/2020 | 0.53% | 93.75 | 94.25 | 500,000 | 500,000 | 500,000 | 500,000 | 467,985 | 470,485 | 100.00% | 100.00% |
17/11/2020 | 0.54% | 93.40 | 93.90 | 500,000 | 500,000 | 500,000 | 500,000 | 465,040 | 467,540 | 100.00% | 100.00% |
16/11/2020 | 0.53% | 93.40 | 93.90 | 500,000 | 500,000 | 500,000 | 500,000 | 467,377 | 469,877 | 99.86% | 99.86% |
13/11/2020 | 0.54% | 92.70 | 93.20 | 500,000 | 500,000 | 500,000 | 500,000 | 462,771 | 465,271 | 100.00% | 100.00% |
12/11/2020 | 0.54% | 92.35 | 92.85 | 500,000 | 500,000 | 500,000 | 500,000 | 463,173 | 465,673 | 99.86% | 99.86% |
11/11/2020 | 0.54% | 93.50 | 94.00 | 500,000 | 500,000 | 500,000 | 500,000 | 465,726 | 468,226 | 100.00% | 100.00% |
10/11/2020 | 0.54% | 92.95 | 93.45 | 500,000 | 500,000 | 500,000 | 500,000 | 462,225 | 464,725 | 99.78% | 99.78% |
09/11/2020 | 0.55% | 91.55 | 92.05 | 500,000 | 500,000 | 500,000 | 500,000 | 450,058 | 452,558 | 97.81% | 97.81% |
06/11/2020 | 0.58% | 86.35 | 86.85 | 500,000 | 500,000 | 500,000 | 500,000 | 430,753 | 433,253 | 99.93% | 99.93% |