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 | - | - |
05/11/2020 | 19.11% | 0.19 | 0.20 | 125,000 | 125,000 | 125,000 | 125,000 | 20,800 | 23,803 | 99.98% | 99.98% |
04/11/2020 | 1.64% | 0.49 | 0.50 | 125,000 | 125,000 | 125,000 | 125,000 | 76,234 | 77,484 | 99.83% | 99.83% |
03/11/2020 | 1.50% | 0.52 | 0.53 | 125,000 | 125,000 | 125,000 | 125,000 | 86,159 | 87,409 | 98.41% | 98.41% |
02/11/2020 | 1.10% | 0.90 | 0.91 | 125,000 | 125,000 | 125,000 | 125,000 | 113,219 | 114,469 | 99.58% | 99.58% |
30/10/2020 | 0.85% | 1.14 | 1.15 | 125,000 | 125,000 | 125,000 | 125,000 | 146,688 | 147,938 | 99.94% | 99.94% |
29/10/2020 | 0.98% | 0.99 | 1.00 | 125,000 | 125,000 | 125,000 | 125,000 | 126,870 | 128,120 | 99.97% | 99.97% |
28/10/2020 | 0.95% | 1.08 | 1.09 | 125,000 | 125,000 | 125,000 | 125,000 | 131,572 | 132,822 | 99.97% | 99.97% |
27/10/2020 | 1.14% | 0.90 | 0.91 | 125,000 | 125,000 | 125,000 | 125,000 | 109,194 | 110,444 | 99.58% | 99.58% |
26/10/2020 | 1.17% | 0.89 | 0.90 | 125,000 | 125,000 | 125,000 | 125,000 | 106,519 | 107,769 | 99.99% | 99.99% |