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 | 1.10% | 0.77 | 0.78 | 250,000 | 250,000 | 93,665 | 93,664 | 81,900 | 82,836 | 99.76% | 99.76% |
05/11/2020 | 1.25% | 0.68 | 0.69 | 250,000 | 250,000 | 93,774 | 93,775 | 71,031 | 71,969 | 99.71% | 99.71% |
04/11/2020 | 0.62% | 1.24 | 1.25 | 250,000 | 250,000 | 93,629 | 93,629 | 139,383 | 140,319 | 99.41% | 99.41% |
03/11/2020 | 0.47% | 1.85 | 1.86 | 250,000 | 250,000 | 93,543 | 93,543 | 192,700 | 193,635 | 99.52% | 99.52% |
02/11/2020 | 0.39% | 2.53 | 2.54 | 250,000 | 250,000 | 93,108 | 93,107 | 234,713 | 235,644 | 98.56% | 98.56% |
30/10/2020 | 0.35% | 2.97 | 2.98 | 250,000 | 250,000 | 116,284 | 116,284 | 339,646 | 340,809 | 98.06% | 98.06% |
29/10/2020 | 0.37% | 2.68 | 2.69 | 250,000 | 250,000 | 117,000 | 117,000 | 317,509 | 318,679 | 98.34% | 98.34% |
28/10/2020 | 0.42% | 2.55 | 2.56 | 250,000 | 250,000 | 117,739 | 117,739 | 293,399 | 294,577 | 99.29% | 99.29% |
27/10/2020 | 0.60% | 1.70 | 1.71 | 250,000 | 250,000 | 120,392 | 120,373 | 203,971 | 205,145 | 97.16% | 97.16% |