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 | - | - |
06/11/2020 | 0.92% | 1.00 | 1.01 | 500,000 | 500,000 | 186,612 | 186,588 | 199,139 | 200,978 | 99.50% | 99.50% |
05/11/2020 | 0.89% | 0.96 | 0.97 | 500,000 | 500,000 | 187,267 | 187,263 | 198,591 | 200,460 | 99.92% | 99.92% |
04/11/2020 | 0.59% | 1.33 | 1.34 | 500,000 | 500,000 | 187,139 | 187,139 | 294,142 | 296,014 | 99.56% | 99.56% |
03/11/2020 | 0.51% | 1.75 | 1.76 | 500,000 | 500,000 | 187,601 | 187,616 | 356,041 | 357,945 | 99.70% | 99.70% |
02/11/2020 | 0.42% | 2.38 | 2.39 | 500,000 | 500,000 | 186,525 | 186,534 | 445,441 | 447,327 | 99.31% | 99.31% |
30/10/2020 | 0.35% | 2.87 | 2.88 | 500,000 | 500,000 | 234,350 | 234,350 | 669,116 | 671,459 | 98.88% | 98.88% |
29/10/2020 | 0.38% | 2.68 | 2.69 | 500,000 | 500,000 | 236,040 | 236,041 | 630,800 | 633,164 | 99.20% | 99.20% |
28/10/2020 | 0.43% | 2.46 | 2.47 | 500,000 | 500,000 | 236,834 | 236,833 | 575,889 | 578,257 | 99.77% | 99.77% |
27/10/2020 | 0.61% | 1.71 | 1.72 | 500,000 | 500,000 | 241,139 | 241,139 | 407,255 | 409,666 | 97.31% | 97.31% |