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 | - | - |
16/11/2020 | 1.05% | 94.40 | 95.40 | 100,000 | 100,000 | 100,000 | 100,000 | 94,544 | 95,544 | 99.14% | 99.14% |
13/11/2020 | 1.06% | 93.75 | 94.75 | 100,000 | 100,000 | 100,000 | 100,000 | 93,612 | 94,612 | 98.00% | 98.00% |
12/11/2020 | 1.06% | 93.35 | 94.35 | 100,000 | 100,000 | 100,000 | 100,000 | 93,674 | 94,674 | 99.92% | 99.92% |
11/11/2020 | 1.06% | 94.55 | 95.55 | 100,000 | 100,000 | 100,000 | 100,000 | 94,169 | 95,169 | 99.83% | 99.83% |
10/11/2020 | 1.06% | 93.95 | 94.95 | 100,000 | 100,000 | 100,000 | 100,000 | 93,457 | 94,457 | 99.94% | 99.94% |
09/11/2020 | 1.09% | 92.55 | 93.55 | 100,000 | 100,000 | 100,000 | 100,000 | 91,015 | 92,015 | 99.15% | 99.15% |
06/11/2020 | 1.14% | 87.30 | 88.30 | 100,000 | 100,000 | 100,000 | 100,000 | 87,080 | 88,080 | 99.67% | 99.67% |
05/11/2020 | 1.14% | 87.60 | 88.60 | 100,000 | 100,000 | 100,000 | 100,000 | 87,260 | 88,260 | 99.99% | 99.99% |
04/11/2020 | 1.17% | 85.80 | 86.80 | 100,000 | 100,000 | 100,000 | 100,000 | 84,867 | 85,867 | 99.24% | 99.24% |