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 | 0.52% | 1.76 | 1.77 | 50,000 | 50,000 | 50,000 | 50,000 | 95,324 | 95,824 | 100.00% | 100.00% |
05/11/2020 | 0.55% | 1.67 | 1.68 | 50,000 | 50,000 | 50,000 | 50,000 | 90,131 | 90,630 | 98.91% | 98.91% |
04/11/2020 | 0.37% | 2.27 | 2.28 | 50,000 | 50,000 | 50,000 | 50,000 | 134,529 | 135,029 | 100.00% | 100.00% |
03/11/2020 | 0.31% | 2.92 | 2.93 | 50,000 | 50,000 | 50,000 | 50,000 | 160,719 | 161,219 | 100.00% | 100.00% |
02/11/2020 | 0.28% | 3.62 | 3.63 | 50,000 | 50,000 | 50,000 | 50,000 | 181,000 | 181,500 | 100.00% | 100.00% |
30/10/2020 | 0.25% | 4.06 | 4.07 | 50,000 | 50,000 | 50,000 | 50,000 | 197,833 | 198,333 | 99.93% | 99.93% |
29/10/2020 | 0.26% | 3.76 | 3.77 | 50,000 | 50,000 | 50,000 | 50,000 | 190,482 | 190,982 | 99.88% | 99.88% |
28/10/2020 | 0.29% | 3.63 | 3.64 | 50,000 | 50,000 | 50,000 | 50,000 | 172,317 | 172,817 | 99.97% | 99.97% |
27/10/2020 | 0.37% | 2.76 | 2.77 | 50,000 | 50,000 | 50,000 | 50,000 | 136,628 | 137,128 | 100.00% | 100.00% |