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 | 18.49% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 24,642 | 5,928 | 79.81% | 100.00% |
19/10/2020 | 15.11% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 31,418 | 7,284 | 100.00% | 100.00% |
15/10/2020 | 17.01% | 0.05 | 0.06 | 500,000 | 100,000 | 500,000 | 100,000 | 27,732 | 6,546 | 99.73% | 100.00% |
14/10/2020 | 8.51% | 0.11 | 0.12 | 460,000 | 100,000 | 449,187 | 100,000 | 50,545 | 12,270 | 99.58% | 99.58% |
13/10/2020 | 7.61% | 0.11 | 0.12 | 460,000 | 100,000 | 400,269 | 100,000 | 50,607 | 13,755 | 100.00% | 100.00% |
12/10/2020 | 6.42% | 0.15 | 0.16 | 340,000 | 100,000 | 338,494 | 100,000 | 51,009 | 16,075 | 100.00% | 100.00% |
09/10/2020 | 6.10% | 0.15 | 0.16 | 340,000 | 100,000 | 321,999 | 100,000 | 51,163 | 16,900 | 100.00% | 100.00% |
08/10/2020 | 6.60% | 0.14 | 0.15 | 360,000 | 100,000 | 346,740 | 100,000 | 50,798 | 15,663 | 100.00% | 100.00% |
07/10/2020 | 6.70% | 0.13 | 0.14 | 390,000 | 100,000 | 351,976 | 100,000 | 50,813 | 15,514 | 100.00% | 100.00% |