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 | 3.41% | 0.31 | 0.32 | 170,000 | 50,000 | 178,586 | 50,000 | 51,523 | 15,048 | 100.00% | 100.00% |
19/10/2020 | 3.09% | 0.31 | 0.32 | 170,000 | 50,000 | 162,763 | 50,000 | 51,854 | 16,443 | 99.99% | 99.99% |
15/10/2020 | 2.32% | 0.43 | 0.44 | 120,000 | 50,000 | 122,303 | 50,000 | 52,116 | 21,840 | 99.61% | 99.61% |
14/10/2020 | 3.83% | 0.26 | 0.27 | 200,000 | 50,000 | 198,499 | 50,000 | 50,871 | 13,333 | 98.80% | 98.80% |
13/10/2020 | 3.44% | 0.30 | 0.31 | 170,000 | 50,000 | 179,850 | 50,000 | 51,446 | 14,866 | 100.00% | 100.00% |
12/10/2020 | 3.15% | 0.30 | 0.31 | 170,000 | 50,000 | 166,000 | 50,000 | 51,838 | 16,134 | 100.00% | 100.00% |
09/10/2020 | 2.92% | 0.35 | 0.36 | 150,000 | 50,000 | 152,895 | 50,000 | 51,643 | 17,420 | 100.00% | 100.00% |
08/10/2020 | 3.03% | 0.32 | 0.33 | 160,000 | 50,000 | 159,627 | 50,000 | 51,883 | 16,766 | 100.00% | 100.00% |
07/10/2020 | 2.59% | 0.37 | 0.38 | 140,000 | 50,000 | 137,366 | 50,000 | 52,287 | 19,547 | 100.00% | 100.00% |