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 | 4.67% | 0.23 | 0.24 | 225,000 | 225,000 | 251,367 | 251,377 | 52,590 | 55,106 | 100.00% | 100.00% |
18/11/2020 | 2.73% | 0.33 | 0.34 | 150,000 | 150,000 | 148,352 | 148,353 | 53,623 | 55,107 | 100.00% | 100.00% |
17/11/2020 | 2.46% | 0.39 | 0.40 | 150,000 | 150,000 | 140,455 | 140,455 | 56,416 | 57,820 | 99.02% | 99.02% |
16/11/2020 | 2.80% | 0.42 | 0.43 | 125,000 | 125,000 | 152,055 | 152,055 | 53,539 | 55,062 | 98.15% | 98.15% |
13/11/2020 | 3.07% | 0.33 | 0.34 | 175,000 | 175,000 | 172,209 | 172,409 | 55,359 | 57,150 | 100.00% | 100.00% |
12/11/2020 | 2.69% | 0.33 | 0.34 | 150,000 | 150,000 | 146,771 | 146,501 | 53,902 | 55,279 | 99.37% | 99.37% |
11/11/2020 | 2.73% | 0.41 | 0.42 | 125,000 | 125,000 | 148,579 | 148,760 | 53,761 | 55,309 | 99.92% | 99.92% |
10/11/2020 | 4.55% | 0.22 | 0.23 | 300,000 | 300,000 | 247,062 | 247,062 | 53,146 | 55,617 | 96.85% | 96.85% |
09/11/2020 | 3.29% | 0.30 | 0.31 | 200,000 | 200,000 | 176,828 | 176,758 | 53,105 | 54,847 | 95.59% | 95.59% |