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 | - | - |
08/12/2020 | 1.84% | 0.43 | 0.44 | 120,000 | 100,000 | 97,616 | 60,729 | 52,521 | 32,866 | 100.00% | 100.00% |
07/12/2020 | 2.08% | 0.40 | 0.41 | 130,000 | 100,000 | 109,680 | 60,738 | 52,106 | 29,028 | 99.91% | 99.91% |
04/12/2020 | 1.79% | 0.46 | 0.47 | 110,000 | 100,000 | 94,089 | 60,732 | 52,047 | 33,682 | 99.96% | 99.96% |
03/12/2020 | 1.52% | 0.62 | 0.63 | 100,000 | 100,000 | 83,810 | 60,729 | 54,780 | 39,843 | 100.00% | 100.00% |
02/12/2020 | 1.24% | 0.73 | 0.74 | 100,000 | 100,000 | 75,150 | 60,727 | 60,249 | 49,252 | 99.99% | 99.99% |
01/12/2020 | 1.34% | 0.66 | 0.67 | 100,000 | 100,000 | 77,038 | 60,728 | 56,874 | 45,218 | 100.00% | 100.00% |
30/11/2020 | 0.92% | 1.23 | 1.24 | 100,000 | 100,000 | 60,730 | 60,728 | 66,873 | 67,479 | 99.99% | 99.99% |
27/11/2020 | 1.02% | 0.94 | 0.95 | 100,000 | 100,000 | 65,605 | 60,729 | 63,591 | 59,471 | 100.00% | 100.00% |
26/11/2020 | 0.96% | 1.06 | 1.07 | 50,000 | 50,000 | 50,009 | 50,000 | 52,044 | 52,535 | 100.00% | 100.00% |