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 | - | - |
15/10/2020 | 1.50% | 0.67 | 0.68 | 75,000 | 75,000 | 88,561 | 88,587 | 58,290 | 59,191 | 94.30% | 94.30% |
14/10/2020 | 5.34% | 0.26 | 0.27 | 200,000 | 200,000 | 285,330 | 285,330 | 52,011 | 54,865 | 100.00% | 100.00% |
13/10/2020 | 6.13% | 0.22 | 0.23 | 275,000 | 275,000 | 333,249 | 332,409 | 52,871 | 56,062 | 99.79% | 100.00% |
12/10/2020 | 5.19% | 0.17 | 0.18 | 300,000 | 300,000 | 276,866 | 276,948 | 51,992 | 54,776 | 100.00% | 100.00% |
09/10/2020 | 3.70% | 0.24 | 0.25 | 200,000 | 200,000 | 198,165 | 198,165 | 52,644 | 54,626 | 100.00% | 100.00% |
08/10/2020 | 2.81% | 0.31 | 0.32 | 175,000 | 175,000 | 150,940 | 150,800 | 53,042 | 54,502 | 100.00% | 100.00% |
07/10/2020 | 2.19% | 0.50 | 0.51 | 100,000 | 100,000 | 122,718 | 122,931 | 55,386 | 56,718 | 100.00% | 100.00% |
06/10/2020 | 2.40% | 0.43 | 0.44 | 125,000 | 125,000 | 133,365 | 133,380 | 55,061 | 56,401 | 100.00% | 100.00% |
05/10/2020 | 2.64% | 0.36 | 0.37 | 150,000 | 146,000 | 148,162 | 148,160 | 55,421 | 56,902 | 100.00% | 100.00% |