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 | 65.40% | 0.01 | 0.03 | 660,000 | 660,000 | 660,000 | 660,000 | 11,253 | 19,103 | 54.96% | 87.20% |
14/10/2020 | 2.87% | 0.35 | 0.36 | 760,000 | 760,000 | 760,000 | 760,000 | 263,246 | 270,846 | 70.02% | 70.02% |
13/10/2020 | 2.40% | 0.32 | 0.33 | 620,000 | 620,000 | 620,000 | 620,000 | 263,922 | 270,122 | 70.94% | 70.94% |
12/10/2020 | 1.92% | 0.56 | 0.57 | 750,000 | 750,000 | 750,000 | 750,000 | 388,147 | 395,647 | 74.51% | 74.51% |
09/10/2020 | 2.13% | 0.45 | 0.46 | 760,000 | 760,000 | 760,000 | 760,000 | 353,680 | 361,280 | 74.24% | 74.24% |
08/10/2020 | 2.09% | 0.54 | 0.55 | 970,000 | 970,000 | 970,000 | 970,000 | 463,068 | 472,768 | 76.13% | 76.13% |
07/10/2020 | 2.84% | 0.38 | 0.39 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 348,698 | 358,698 | 89.55% | 89.55% |
06/10/2020 | 2.81% | 0.40 | 0.41 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 358,411 | 368,411 | 82.62% | 82.62% |
05/10/2020 | 3.01% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 327,655 | 337,655 | 92.42% | 92.42% |