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 | 1.28% | 0.70 | 0.71 | 50,000 | 50,000 | 50,000 | 50,000 | 39,028 | 39,528 | 99.88% | 99.88% |
05/11/2020 | 1.23% | 0.65 | 0.66 | 50,000 | 50,000 | 50,000 | 50,000 | 41,016 | 41,516 | 100.00% | 100.00% |
04/11/2020 | 0.72% | 1.03 | 1.04 | 50,000 | 50,000 | 50,000 | 50,000 | 70,727 | 71,227 | 100.00% | 100.00% |
03/11/2020 | 0.60% | 1.44 | 1.45 | 50,000 | 50,000 | 50,000 | 50,000 | 83,022 | 83,522 | 100.00% | 100.00% |
02/11/2020 | 0.47% | 2.08 | 2.09 | 50,000 | 50,000 | 50,000 | 50,000 | 105,301 | 105,801 | 100.00% | 100.00% |
30/10/2020 | 0.39% | 2.57 | 2.58 | 50,000 | 50,000 | 50,000 | 50,000 | 127,161 | 127,661 | 99.86% | 99.86% |
29/10/2020 | 0.42% | 2.39 | 2.40 | 50,000 | 50,000 | 50,000 | 50,000 | 118,051 | 118,551 | 100.00% | 100.00% |
28/10/2020 | 0.49% | 2.17 | 2.18 | 50,000 | 50,000 | 50,000 | 50,000 | 102,875 | 103,375 | 99.95% | 99.95% |
27/10/2020 | 0.74% | 1.41 | 1.42 | 50,000 | 50,000 | 50,000 | 50,000 | 67,396 | 67,896 | 100.00% | 100.00% |