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 | 10.85% | 0.08 | 0.09 | 500,000 | 100,000 | 500,000 | 100,000 | 43,759 | 9,752 | 100.00% | 100.00% |
19/10/2020 | 9.36% | 0.10 | 0.11 | 500,000 | 100,000 | 475,455 | 100,000 | 48,642 | 11,288 | 99.97% | 99.97% |
15/10/2020 | 9.99% | 0.10 | 0.11 | 500,000 | 100,000 | 487,795 | 100,000 | 46,622 | 10,613 | 100.00% | 100.00% |
14/10/2020 | 6.29% | 0.15 | 0.16 | 340,000 | 100,000 | 331,856 | 100,000 | 51,081 | 16,407 | 99.58% | 99.58% |
13/10/2020 | 5.82% | 0.15 | 0.16 | 340,000 | 100,000 | 305,947 | 100,000 | 50,995 | 17,755 | 100.00% | 100.00% |
12/10/2020 | 5.10% | 0.19 | 0.20 | 270,000 | 100,000 | 268,101 | 100,000 | 51,177 | 20,095 | 100.00% | 100.00% |
09/10/2020 | 4.90% | 0.19 | 0.20 | 270,000 | 100,000 | 252,094 | 100,000 | 50,182 | 20,918 | 100.00% | 100.00% |
08/10/2020 | 5.22% | 0.18 | 0.19 | 280,000 | 100,000 | 273,371 | 100,000 | 50,997 | 19,663 | 100.00% | 100.00% |
07/10/2020 | 5.26% | 0.17 | 0.18 | 300,000 | 100,000 | 274,084 | 100,000 | 50,684 | 19,564 | 100.00% | 100.00% |