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 | - | - |
20/10/2020 | 5.23% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 18,705 | 19,705 | 100.00% | 100.00% |
19/10/2020 | 4.67% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 20,976 | 21,976 | 99.82% | 99.82% |
15/10/2020 | 2.71% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 36,443 | 37,443 | 100.00% | 100.00% |
14/10/2020 | 2.27% | 0.42 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 43,517 | 44,517 | 99.93% | 99.93% |
13/10/2020 | 2.29% | 0.42 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 43,195 | 44,195 | 100.00% | 100.00% |
12/10/2020 | 2.44% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 40,488 | 41,488 | 100.00% | 100.00% |
09/10/2020 | 2.38% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 41,505 | 42,505 | 100.00% | 100.00% |
08/10/2020 | 2.56% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 38,734 | 39,734 | 100.00% | 100.00% |
07/10/2020 | 2.97% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 33,173 | 34,173 | 100.00% | 100.00% |