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 | - | - |
19/11/2020 | 1.06% | 93.90 | 94.90 | 500,000 | 500,000 | 500,000 | 500,000 | 469,416 | 474,416 | 99.45% | 99.45% |
18/11/2020 | 1.06% | 94.00 | 95.00 | 500,000 | 500,000 | 500,000 | 500,000 | 469,571 | 474,571 | 99.66% | 99.66% |
17/11/2020 | 1.06% | 93.80 | 94.80 | 500,000 | 500,000 | 500,000 | 500,000 | 469,248 | 474,248 | 98.56% | 98.56% |
16/11/2020 | 1.06% | 94.00 | 95.00 | 500,000 | 500,000 | 500,000 | 500,000 | 470,172 | 475,172 | 97.47% | 97.47% |
13/11/2020 | 1.06% | 93.70 | 94.70 | 500,000 | 500,000 | 500,000 | 500,000 | 468,148 | 473,148 | 99.40% | 99.40% |
12/11/2020 | 1.07% | 93.50 | 94.50 | 500,000 | 500,000 | 500,000 | 500,000 | 466,005 | 471,005 | 95.45% | 95.45% |
11/11/2020 | 1.07% | 93.30 | 94.30 | 500,000 | 500,000 | 500,000 | 500,000 | 465,932 | 470,932 | 99.50% | 99.50% |
10/11/2020 | 1.07% | 93.10 | 94.10 | 500,000 | 500,000 | 500,000 | 500,000 | 465,046 | 470,046 | 100.00% | 100.00% |
09/11/2020 | 1.08% | 92.70 | 93.70 | 500,000 | 500,000 | 500,000 | 500,000 | 458,804 | 463,804 | 92.05% | 92.05% |