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 | - | - |
20/10/2020 | 2.87% | 0.32 | 0.33 | 250,000 | 250,000 | 249,962 | 249,925 | 86,373 | 88,859 | 99.99% | 99.99% |
19/10/2020 | 2.07% | 0.40 | 0.41 | 250,000 | 250,000 | 249,965 | 249,976 | 120,724 | 123,231 | 99.76% | 99.76% |
15/10/2020 | 5.28% | 0.18 | 0.19 | 250,000 | 250,000 | 249,963 | 249,931 | 48,731 | 51,225 | 99.98% | 99.98% |
14/10/2020 | 1.48% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 249,957 | 168,688 | 171,161 | 99.99% | 99.99% |
13/10/2020 | 1.33% | 0.66 | 0.67 | 250,000 | 250,000 | 250,000 | 249,992 | 187,566 | 190,061 | 100.00% | 100.00% |
12/10/2020 | 1.35% | 0.76 | 0.77 | 250,000 | 250,000 | 249,954 | 250,000 | 183,733 | 186,268 | 100.00% | 100.00% |
09/10/2020 | 1.54% | 0.68 | 0.69 | 250,000 | 250,000 | 250,000 | 250,000 | 161,645 | 164,145 | 99.66% | 99.66% |
08/10/2020 | 1.82% | 0.60 | 0.61 | 250,000 | 250,000 | 249,751 | 250,000 | 137,133 | 139,767 | 100.00% | 100.00% |
07/10/2020 | 2.15% | 0.40 | 0.41 | 250,000 | 250,000 | 249,969 | 249,948 | 116,601 | 119,092 | 100.00% | 100.00% |