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 | - | - |
04/12/2020 | 70.69% | 0.16 | 0.27 | 200,000 | 200,000 | 121,825 | 121,826 | 28,613 | 59,293 | 100.00% | 100.00% |
03/12/2020 | 14.82% | 0.30 | 0.31 | 200,000 | 200,000 | 122,488 | 122,482 | 47,799 | 55,073 | 97.02% | 97.02% |
02/12/2020 | 1.76% | 0.48 | 0.49 | 200,000 | 200,000 | 121,847 | 121,737 | 68,122 | 69,274 | 99.99% | 99.99% |
01/12/2020 | 24.73% | 0.32 | 0.33 | 200,000 | 200,000 | 121,799 | 121,794 | 42,708 | 53,581 | 100.00% | 100.00% |
30/11/2020 | 1.71% | 0.72 | 0.73 | 200,000 | 200,000 | 142,707 | 142,708 | 85,436 | 86,863 | 99.99% | 99.99% |
27/11/2020 | 2.33% | 0.43 | 0.44 | 500,000 | 500,000 | 265,240 | 265,273 | 111,888 | 114,555 | 99.02% | 99.02% |
26/11/2020 | 2.09% | 0.48 | 0.49 | 200,000 | 200,000 | 200,000 | 200,000 | 94,903 | 96,903 | 98.76% | 98.76% |
25/11/2020 | 2.55% | 0.45 | 0.46 | 500,000 | 500,000 | 206,141 | 206,141 | 86,660 | 88,722 | 98.14% | 98.14% |
24/11/2020 | 2.13% | 0.42 | 0.43 | 500,000 | 500,000 | 187,960 | 187,930 | 84,240 | 86,107 | 99.27% | 99.27% |