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 | 1.85% | 0.48 | 0.49 | 110,000 | 100,000 | 101,707 | 100,000 | 54,547 | 54,718 | 99.99% | 99.99% |
26/10/2020 | 1.44% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 69,152 | 70,152 | 99.66% | 99.66% |
23/10/2020 | 1.31% | 0.74 | 0.75 | 100,000 | 100,000 | 100,000 | 100,000 | 76,113 | 77,113 | 99.98% | 99.98% |
22/10/2020 | 1.48% | 0.72 | 0.73 | 100,000 | 100,000 | 99,368 | 99,368 | 67,446 | 68,446 | 99.99% | 99.99% |
21/10/2020 | 1.34% | 0.73 | 0.74 | 100,000 | 100,000 | 100,000 | 100,000 | 74,457 | 75,457 | 99.60% | 99.60% |
20/10/2020 | 1.18% | 0.86 | 0.87 | 100,000 | 100,000 | 100,000 | 100,000 | 84,527 | 85,527 | 99.99% | 99.99% |
19/10/2020 | 1.14% | 0.87 | 0.88 | 100,000 | 100,000 | 100,000 | 100,000 | 87,027 | 88,027 | 99.98% | 99.98% |
15/10/2020 | 1.41% | 0.70 | 0.71 | 100,000 | 100,000 | 99,616 | 99,616 | 71,062 | 72,062 | 98.74% | 98.74% |
14/10/2020 | 1.05% | 0.92 | 0.93 | 100,000 | 100,000 | 99,906 | 99,906 | 95,253 | 96,253 | 95.69% | 95.69% |