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 | - | - |
14/10/2020 | 2.01% | 0.39 | 0.40 | 250,000 | 247,500 | 249,999 | 249,902 | 124,804 | 127,259 | 99.68% | 99.68% |
13/10/2020 | 1.71% | 0.49 | 0.50 | 250,000 | 250,000 | 249,995 | 249,938 | 145,901 | 148,368 | 99.99% | 99.99% |
12/10/2020 | 1.80% | 0.58 | 0.59 | 250,000 | 250,000 | 249,441 | 249,825 | 138,113 | 140,831 | 100.00% | 100.00% |
09/10/2020 | 2.13% | 0.50 | 0.51 | 230,000 | 250,000 | 249,880 | 250,000 | 116,341 | 118,900 | 99.66% | 99.66% |
08/10/2020 | 2.72% | 0.42 | 0.43 | 250,000 | 250,000 | 249,394 | 249,968 | 92,049 | 94,728 | 98.37% | 98.37% |
07/10/2020 | 3.83% | 0.21 | 0.22 | 250,000 | 250,000 | 249,834 | 249,833 | 66,414 | 68,913 | 99.99% | 99.99% |
06/10/2020 | 2.97% | 0.31 | 0.32 | 240,000 | 250,000 | 249,829 | 249,787 | 84,238 | 86,719 | 99.97% | 99.97% |
05/10/2020 | 2.19% | 0.46 | 0.47 | 250,000 | 250,000 | 249,988 | 249,943 | 112,901 | 115,383 | 99.64% | 99.64% |
02/10/2020 | 3.94% | 0.33 | 0.34 | 250,000 | 250,000 | 249,739 | 249,767 | 64,000 | 66,503 | 99.59% | 99.59% |