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 | - | - |
27/10/2020 | 3.02% | 0.23 | 0.24 | 100,000 | 100,000 | 99,946 | 99,951 | 34,275 | 35,276 | 99.93% | 99.93% |
26/10/2020 | 2.13% | 0.43 | 0.44 | 100,000 | 100,000 | 99,922 | 99,922 | 46,549 | 47,547 | 99.95% | 99.95% |
23/10/2020 | 1.87% | 0.50 | 0.51 | 100,000 | 100,000 | 99,969 | 99,970 | 53,074 | 54,077 | 99.86% | 99.86% |
22/10/2020 | 2.48% | 0.46 | 0.47 | 100,000 | 100,000 | 99,942 | 99,927 | 40,317 | 41,311 | 99.89% | 99.89% |
21/10/2020 | 1.71% | 0.52 | 0.53 | 100,000 | 100,000 | 99,998 | 99,999 | 58,235 | 59,236 | 98.27% | 98.27% |
20/10/2020 | 1.25% | 0.77 | 0.78 | 100,000 | 100,000 | 100,000 | 100,000 | 79,863 | 80,863 | 99.95% | 99.95% |
19/10/2020 | 1.05% | 0.86 | 0.87 | 100,000 | 100,000 | 100,000 | 100,000 | 94,708 | 95,708 | 99.95% | 99.95% |
15/10/2020 | 1.58% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 99,998 | 63,059 | 64,057 | 99.22% | 99.22% |
14/10/2020 | 0.87% | 1.05 | 1.06 | 100,000 | 100,000 | 100,000 | 100,000 | 115,086 | 116,086 | 99.96% | 99.96% |