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 | - | - |
20/10/2020 | 4.48% | 0.41 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 43,863 | 45,863 | 99.97% | 99.97% |
19/10/2020 | 3.38% | 0.50 | 0.52 | 100,000 | 100,000 | 99,994 | 99,995 | 58,691 | 60,691 | 99.96% | 99.96% |
15/10/2020 | 7.34% | 0.25 | 0.28 | 100,000 | 100,000 | 99,983 | 99,963 | 26,360 | 28,218 | 98.88% | 99.13% |
14/10/2020 | 1.26% | 0.69 | 0.70 | 100,000 | 100,000 | 100,000 | 100,000 | 79,527 | 80,527 | 99.95% | 99.95% |
13/10/2020 | 1.14% | 0.78 | 0.79 | 100,000 | 100,000 | 100,000 | 100,000 | 87,557 | 88,557 | 99.96% | 99.96% |
12/10/2020 | 1.17% | 0.87 | 0.88 | 100,000 | 100,000 | 100,000 | 100,000 | 84,859 | 85,859 | 99.98% | 99.98% |
09/10/2020 | 1.31% | 0.80 | 0.81 | 100,000 | 100,000 | 99,991 | 100,000 | 75,754 | 76,761 | 99.97% | 99.97% |
08/10/2020 | 1.53% | 0.71 | 0.72 | 100,000 | 100,000 | 100,000 | 100,000 | 65,342 | 66,342 | 99.95% | 99.95% |
07/10/2020 | 1.81% | 0.49 | 0.50 | 100,000 | 100,000 | 100,000 | 100,000 | 55,237 | 56,237 | 99.92% | 99.92% |