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 | - | - |
26/11/2020 | 9.06% | 0.17 | 0.26 | 500,000 | 500,000 | 499,862 | 499,980 | 96,318 | 105,325 | 99.91% | 99.91% |
25/11/2020 | 5.81% | 0.20 | 0.28 | 500,000 | 500,000 | 499,809 | 499,978 | 125,253 | 131,939 | 97.55% | 97.55% |
24/11/2020 | 5.75% | 0.24 | 0.28 | 500,000 | 500,000 | 499,917 | 499,927 | 143,792 | 151,777 | 99.18% | 99.18% |
23/11/2020 | 2.74% | 0.51 | 0.52 | 500,000 | 500,000 | 499,990 | 499,979 | 186,739 | 191,735 | 99.65% | 99.65% |
20/11/2020 | 1.75% | 0.58 | 0.59 | 500,000 | 500,000 | 499,984 | 499,962 | 284,705 | 289,694 | 99.49% | 99.49% |
19/11/2020 | 1.54% | 0.65 | 0.66 | 500,000 | 500,000 | 499,980 | 499,991 | 324,920 | 329,928 | 97.99% | 97.99% |
18/11/2020 | 1.97% | 0.41 | 0.42 | 500,000 | 500,000 | 499,999 | 499,972 | 252,659 | 257,645 | 99.96% | 99.96% |
17/11/2020 | 1.56% | 0.58 | 0.59 | 500,000 | 500,000 | 499,984 | 499,971 | 320,302 | 325,294 | 99.13% | 99.13% |
16/11/2020 | 2.11% | 0.56 | 0.57 | 500,000 | 500,000 | 636,089 | 636,095 | 312,063 | 318,428 | 99.66% | 99.66% |