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 | - | - |
15/10/2020 | 57.61% | 0.01 | 0.02 | 340,000 | 340,000 | 340,000 | 340,000 | 6,693 | 10,454 | 91.41% | 100.00% |
14/10/2020 | 3.24% | 0.22 | 0.23 | 330,000 | 330,000 | 330,000 | 330,000 | 103,133 | 106,433 | 99.67% | 99.67% |
13/10/2020 | 2.52% | 0.31 | 0.32 | 310,000 | 310,000 | 310,000 | 310,000 | 122,578 | 125,678 | 100.00% | 100.00% |
12/10/2020 | 2.63% | 0.40 | 0.41 | 350,000 | 350,000 | 350,000 | 350,000 | 132,241 | 135,741 | 100.00% | 100.00% |
09/10/2020 | 3.23% | 0.34 | 0.35 | 390,000 | 390,000 | 390,000 | 390,000 | 119,196 | 123,096 | 99.66% | 99.66% |
08/10/2020 | 3.91% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 127,070 | 132,070 | 99.99% | 99.99% |
07/10/2020 | 4.38% | 0.19 | 0.20 | 400,000 | 400,000 | 400,000 | 400,000 | 90,727 | 94,727 | 99.99% | 99.99% |
06/10/2020 | 3.52% | 0.26 | 0.27 | 400,000 | 400,000 | 400,000 | 400,000 | 112,276 | 116,276 | 99.94% | 99.94% |
05/10/2020 | 2.57% | 0.38 | 0.39 | 460,000 | 460,000 | 460,000 | 460,000 | 176,994 | 181,594 | 99.53% | 99.53% |