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 | 0.66% | 1.44 | 1.45 | 500,000 | 500,000 | 186,577 | 186,575 | 281,176 | 283,039 | 99.41% | 99.41% |
05/11/2020 | 0.64% | 1.40 | 1.41 | 500,000 | 500,000 | 187,117 | 187,117 | 281,331 | 283,202 | 99.92% | 99.92% |
04/11/2020 | 0.47% | 1.77 | 1.78 | 500,000 | 500,000 | 187,106 | 187,106 | 377,565 | 379,436 | 99.68% | 99.68% |
03/11/2020 | 0.42% | 2.19 | 2.20 | 500,000 | 500,000 | 187,474 | 187,474 | 439,501 | 441,376 | 99.69% | 99.69% |
02/11/2020 | 0.35% | 2.83 | 2.84 | 500,000 | 500,000 | 187,099 | 187,099 | 530,740 | 532,611 | 99.54% | 99.54% |
30/10/2020 | 0.30% | 3.32 | 3.33 | 500,000 | 500,000 | 234,578 | 234,578 | 774,821 | 777,167 | 98.99% | 98.99% |
29/10/2020 | 0.32% | 3.13 | 3.14 | 500,000 | 500,000 | 236,345 | 236,345 | 737,161 | 739,524 | 99.51% | 99.51% |
28/10/2020 | 0.36% | 2.91 | 2.92 | 500,000 | 500,000 | 236,714 | 236,714 | 680,993 | 683,359 | 99.77% | 99.77% |
27/10/2020 | 0.48% | 2.15 | 2.16 | 500,000 | 500,000 | 241,045 | 241,045 | 514,048 | 516,458 | 97.26% | 97.26% |