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% | 95.00 | 96.00 | 100,000 | 100,000 | 100,000 | 100,000 | 95,058 | 96,058 | 99.14% | 99.14% |
13/11/2020 | 1.06% | 94.30 | 95.30 | 100,000 | 100,000 | 100,000 | 100,000 | 94,153 | 95,153 | 98.00% | 98.00% |
12/11/2020 | 1.06% | 94.00 | 95.00 | 100,000 | 100,000 | 100,000 | 100,000 | 94,227 | 95,228 | 99.26% | 99.92% |
11/11/2020 | 1.05% | 95.10 | 96.10 | 100,000 | 100,000 | 100,000 | 100,000 | 94,645 | 95,645 | 99.83% | 99.83% |
10/11/2020 | 1.06% | 94.45 | 95.45 | 100,000 | 100,000 | 100,000 | 100,000 | 93,977 | 94,977 | 99.92% | 99.92% |
09/11/2020 | 1.09% | 92.70 | 93.70 | 100,000 | 100,000 | 100,000 | 100,000 | 91,519 | 92,519 | 99.16% | 99.16% |
06/11/2020 | 1.13% | 87.90 | 88.90 | 100,000 | 100,000 | 100,000 | 100,000 | 87,638 | 88,638 | 99.67% | 99.67% |
05/11/2020 | 1.13% | 88.15 | 89.15 | 100,000 | 100,000 | 100,000 | 100,000 | 87,818 | 88,818 | 99.99% | 99.99% |
04/11/2020 | 1.16% | 86.25 | 87.25 | 100,000 | 100,000 | 100,000 | 100,000 | 85,439 | 86,439 | 99.16% | 99.16% |