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 | 1.04% | 0.88 | 0.89 | 50,000 | 50,000 | 50,000 | 50,000 | 48,191 | 48,691 | 100.00% | 100.00% |
05/11/2020 | 1.00% | 0.83 | 0.84 | 50,000 | 50,000 | 50,000 | 50,000 | 50,244 | 50,744 | 100.00% | 100.00% |
04/11/2020 | 0.63% | 1.21 | 1.22 | 50,000 | 50,000 | 50,000 | 50,000 | 80,020 | 80,520 | 100.00% | 100.00% |
03/11/2020 | 0.54% | 1.63 | 1.64 | 50,000 | 50,000 | 50,000 | 50,000 | 92,335 | 92,835 | 100.00% | 100.00% |
02/11/2020 | 0.44% | 2.27 | 2.28 | 50,000 | 50,000 | 50,000 | 50,000 | 114,647 | 115,147 | 100.00% | 100.00% |
30/10/2020 | 0.37% | 2.76 | 2.77 | 50,000 | 50,000 | 50,000 | 50,000 | 136,487 | 136,987 | 99.88% | 99.88% |
29/10/2020 | 0.39% | 2.58 | 2.59 | 50,000 | 50,000 | 50,000 | 50,000 | 127,349 | 127,849 | 100.00% | 100.00% |
28/10/2020 | 0.45% | 2.35 | 2.36 | 50,000 | 50,000 | 50,000 | 50,000 | 112,169 | 112,669 | 99.98% | 99.98% |
27/10/2020 | 0.65% | 1.59 | 1.60 | 50,000 | 50,000 | 50,000 | 50,000 | 76,652 | 77,152 | 100.00% | 100.00% |