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 | 6.55% | 0.23 | 0.25 | 220,000 | 50,000 | 216,046 | 50,000 | 50,420 | 12,488 | 94.03% | 94.03% |
19/10/2020 | 5.99% | 0.24 | 0.26 | 210,000 | 50,000 | 195,718 | 50,000 | 51,330 | 13,940 | 100.00% | 100.00% |
15/10/2020 | 5.61% | 0.25 | 0.26 | 200,000 | 50,000 | 199,294 | 50,000 | 50,446 | 13,409 | 99.60% | 99.60% |
14/10/2020 | 4.18% | 0.34 | 0.35 | 150,000 | 50,000 | 140,907 | 50,000 | 51,550 | 19,093 | 98.80% | 98.80% |
13/10/2020 | 3.71% | 0.39 | 0.40 | 130,000 | 50,000 | 126,371 | 50,000 | 51,829 | 21,299 | 100.00% | 100.00% |
12/10/2020 | 3.66% | 0.45 | 0.47 | 120,000 | 50,000 | 112,413 | 50,000 | 51,598 | 23,818 | 99.90% | 99.90% |
09/10/2020 | 3.70% | 0.45 | 0.46 | 120,000 | 50,000 | 121,020 | 50,000 | 52,201 | 22,391 | 100.00% | 100.00% |
08/10/2020 | 4.02% | 0.39 | 0.40 | 130,000 | 50,000 | 138,090 | 50,000 | 52,133 | 19,660 | 96.34% | 96.34% |
07/10/2020 | 4.51% | 0.33 | 0.34 | 160,000 | 50,000 | 150,279 | 50,000 | 51,843 | 18,095 | 100.00% | 100.00% |