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 | - | - |
29/10/2020 | 10.68% | 0.10 | 0.11 | 125,000 | 125,000 | 125,000 | 125,000 | 15,240 | 16,965 | 99.98% | 99.98% |
28/10/2020 | 7.36% | 0.14 | 0.16 | 125,000 | 125,000 | 125,000 | 125,000 | 21,374 | 23,095 | 99.61% | 99.61% |
27/10/2020 | 3.78% | 0.31 | 0.32 | 125,000 | 125,000 | 125,000 | 125,000 | 44,015 | 45,737 | 99.65% | 99.65% |
26/10/2020 | 3.91% | 0.35 | 0.36 | 125,000 | 125,000 | 125,000 | 125,000 | 43,866 | 45,592 | 99.77% | 99.77% |
23/10/2020 | 4.04% | 0.33 | 0.34 | 125,000 | 125,000 | 125,000 | 124,995 | 42,553 | 44,268 | 99.59% | 99.59% |
22/10/2020 | 5.14% | 0.32 | 0.33 | 125,000 | 125,000 | 125,000 | 125,000 | 34,441 | 36,166 | 99.78% | 99.78% |
21/10/2020 | 6.84% | 0.24 | 0.25 | 125,000 | 125,000 | 125,000 | 125,000 | 26,247 | 28,011 | 92.44% | 92.44% |
20/10/2020 | 6.93% | 0.16 | 0.17 | 125,000 | 125,000 | 125,000 | 125,000 | 23,109 | 24,834 | 100.00% | 100.00% |
19/10/2020 | 8.14% | 0.22 | 0.23 | 125,000 | 125,000 | 124,997 | 124,997 | 25,145 | 26,870 | 99.85% | 99.85% |