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 | - | - |
27/10/2020 | 2.06% | 0.39 | 0.40 | 250,000 | 250,000 | 249,926 | 249,597 | 122,292 | 124,632 | 98.95% | 98.95% |
26/10/2020 | 1.64% | 0.58 | 0.59 | 250,000 | 150,000 | 249,990 | 249,826 | 152,014 | 154,419 | 100.00% | 100.00% |
23/10/2020 | 1.48% | 0.64 | 0.65 | 250,000 | 250,000 | 248,838 | 249,923 | 167,693 | 170,964 | 100.00% | 100.00% |
22/10/2020 | 1.78% | 0.61 | 0.62 | 250,000 | 250,000 | 249,974 | 249,943 | 139,991 | 142,476 | 99.43% | 99.43% |
21/10/2020 | 1.35% | 0.66 | 0.67 | 250,000 | 250,000 | 249,988 | 249,902 | 185,594 | 188,030 | 90.67% | 90.67% |
20/10/2020 | 1.02% | 0.95 | 0.96 | 250,000 | 250,000 | 250,000 | 249,885 | 245,159 | 247,548 | 99.98% | 99.98% |
19/10/2020 | 0.89% | 1.04 | 1.05 | 250,000 | 250,000 | 249,955 | 250,000 | 280,745 | 283,293 | 99.65% | 99.65% |
15/10/2020 | 1.21% | 0.82 | 0.83 | 250,000 | 250,000 | 250,000 | 249,968 | 205,448 | 207,923 | 100.00% | 100.00% |
14/10/2020 | 0.75% | 1.22 | 1.23 | 250,000 | 250,000 | 250,000 | 250,000 | 330,550 | 333,050 | 99.68% | 99.68% |