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 | 94,521 | 95,521 | 99.14% | 99.14% |
13/11/2020 | 1.06% | 93.65 | 94.65 | 100,000 | 100,000 | 100,000 | 100,000 | 93,573 | 94,573 | 98.00% | 98.00% |
12/11/2020 | 1.06% | 93.35 | 94.35 | 100,000 | 100,000 | 100,000 | 100,000 | 93,642 | 94,642 | 99.92% | 99.92% |
11/11/2020 | 1.06% | 94.55 | 95.55 | 100,000 | 100,000 | 100,000 | 100,000 | 94,120 | 95,120 | 99.83% | 99.83% |
10/11/2020 | 1.06% | 93.80 | 94.80 | 100,000 | 100,000 | 100,000 | 100,000 | 93,434 | 94,434 | 99.92% | 99.92% |
09/11/2020 | 1.09% | 92.50 | 93.50 | 100,000 | 100,000 | 100,000 | 100,000 | 91,076 | 92,076 | 99.11% | 99.11% |
06/11/2020 | 1.14% | 87.30 | 88.30 | 100,000 | 100,000 | 100,000 | 100,000 | 87,064 | 88,064 | 99.67% | 99.67% |
05/11/2020 | 1.14% | 87.50 | 88.50 | 100,000 | 100,000 | 100,000 | 100,000 | 87,268 | 88,268 | 99.99% | 99.99% |
04/11/2020 | 1.17% | 85.70 | 86.70 | 100,000 | 100,000 | 100,000 | 100,000 | 84,858 | 85,858 | 99.31% | 99.31% |