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 | 2.84% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 99,955 | 34,941 | 35,923 | 99.83% | 100.00% |
19/10/2020 | 8.34% | 0.38 | 0.42 | 100,000 | 100,000 | 99,973 | 99,971 | 46,652 | 50,657 | 100.00% | 100.00% |
15/10/2020 | 47.71% | 0.10 | 0.20 | 100,000 | 100,000 | 100,000 | 99,967 | 13,082 | 19,193 | 99.30% | 99.30% |
14/10/2020 | 1.49% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 66,943 | 67,943 | 100.00% | 100.00% |
13/10/2020 | 1.34% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 74,610 | 75,610 | 100.00% | 100.00% |
12/10/2020 | 1.37% | 0.75 | 0.76 | 100,000 | 100,000 | 100,000 | 100,000 | 72,569 | 73,569 | 100.00% | 100.00% |
09/10/2020 | 1.55% | 0.67 | 0.68 | 100,000 | 100,000 | 100,000 | 100,000 | 64,015 | 65,015 | 100.00% | 100.00% |
08/10/2020 | 1.80% | 0.60 | 0.61 | 100,000 | 100,000 | 99,973 | 99,977 | 55,457 | 56,461 | 100.00% | 100.00% |
07/10/2020 | 2.18% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 99,995 | 45,919 | 46,917 | 99.57% | 100.00% |