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 | 0.82% | 1.08 | 1.09 | 50,000 | 50,000 | 50,000 | 50,000 | 61,304 | 61,804 | 99.93% | 99.93% |
05/11/2020 | 0.90% | 0.97 | 0.98 | 50,000 | 50,000 | 50,000 | 50,000 | 55,593 | 56,093 | 98.91% | 98.91% |
04/11/2020 | 0.51% | 1.55 | 1.56 | 50,000 | 50,000 | 50,000 | 50,000 | 98,790 | 99,290 | 100.00% | 100.00% |
03/11/2020 | 0.40% | 2.20 | 2.21 | 50,000 | 50,000 | 50,000 | 50,000 | 124,685 | 125,185 | 100.00% | 100.00% |
02/11/2020 | 0.35% | 2.90 | 2.91 | 50,000 | 50,000 | 50,000 | 50,000 | 144,849 | 145,349 | 100.00% | 100.00% |
30/10/2020 | 0.31% | 3.34 | 3.35 | 50,000 | 50,000 | 50,000 | 50,000 | 161,638 | 162,138 | 99.91% | 99.91% |
29/10/2020 | 0.32% | 3.06 | 3.07 | 50,000 | 50,000 | 50,000 | 50,000 | 155,360 | 155,860 | 100.00% | 100.00% |
28/10/2020 | 0.37% | 2.92 | 2.93 | 50,000 | 50,000 | 50,000 | 50,000 | 136,841 | 137,341 | 99.98% | 99.98% |
27/10/2020 | 0.49% | 2.07 | 2.08 | 50,000 | 50,000 | 50,000 | 50,000 | 101,754 | 102,254 | 100.00% | 100.00% |