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 | - | - |
04/11/2020 | 1.69% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 73,962 | 75,212 | 99.85% | 99.85% |
03/11/2020 | 1.55% | 0.50 | 0.51 | 125,000 | 125,000 | 125,000 | 125,000 | 83,303 | 84,553 | 98.41% | 98.41% |
02/11/2020 | 1.13% | 0.87 | 0.88 | 125,000 | 125,000 | 125,000 | 125,000 | 110,283 | 111,533 | 99.56% | 99.56% |
30/10/2020 | 0.87% | 1.11 | 1.12 | 125,000 | 125,000 | 125,000 | 125,000 | 143,339 | 144,589 | 99.98% | 99.98% |
29/10/2020 | 1.01% | 0.96 | 0.97 | 125,000 | 125,000 | 125,000 | 125,000 | 123,752 | 125,002 | 99.93% | 99.93% |
28/10/2020 | 0.97% | 1.05 | 1.06 | 125,000 | 125,000 | 125,000 | 125,000 | 128,090 | 129,340 | 99.96% | 99.96% |
27/10/2020 | 1.18% | 0.87 | 0.88 | 125,000 | 125,000 | 125,000 | 125,000 | 105,666 | 106,916 | 99.57% | 99.57% |
26/10/2020 | 1.21% | 0.86 | 0.87 | 125,000 | 125,000 | 125,000 | 125,000 | 103,032 | 104,282 | 99.99% | 99.99% |
23/10/2020 | 1.34% | 0.76 | 0.77 | 125,000 | 125,000 | 125,000 | 125,000 | 92,945 | 94,195 | 99.99% | 99.99% |