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 | - | - |
26/11/2020 | 3.27% | 0.28 | 0.29 | 100,000 | 100,000 | 99,997 | 99,996 | 30,271 | 31,271 | 99.95% | 99.95% |
25/11/2020 | 3.29% | 0.31 | 0.32 | 100,000 | 100,000 | 100,000 | 100,000 | 29,932 | 30,933 | 99.34% | 99.34% |
24/11/2020 | 3.35% | 0.25 | 0.26 | 100,000 | 100,000 | 99,995 | 99,999 | 30,964 | 31,966 | 96.02% | 96.21% |
23/11/2020 | 1.38% | 0.49 | 0.50 | 100,000 | 100,000 | 99,963 | 99,999 | 73,768 | 74,798 | 99.60% | 99.60% |
20/11/2020 | 1.24% | 0.83 | 0.84 | 100,000 | 100,000 | 100,000 | 99,999 | 80,036 | 81,035 | 99.91% | 99.91% |
19/11/2020 | 1.37% | 0.72 | 0.73 | 100,000 | 100,000 | 100,000 | 100,000 | 72,462 | 73,462 | 98.37% | 98.37% |
18/11/2020 | 1.15% | 0.90 | 0.91 | 100,000 | 100,000 | 100,000 | 100,000 | 86,745 | 87,745 | 99.90% | 99.90% |
17/11/2020 | 1.02% | 0.96 | 0.97 | 100,000 | 100,000 | 100,000 | 99,799 | 97,375 | 98,176 | 99.57% | 99.57% |
16/11/2020 | 1.03% | 0.99 | 1.00 | 100,000 | 100,000 | 99,966 | 99,999 | 96,624 | 97,656 | 98.93% | 98.93% |