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 | - | - |
27/11/2020 | 5.81% | 0.23 | 0.31 | 500,000 | 500,000 | 499,959 | 499,989 | 121,362 | 128,278 | 99.24% | 99.24% |
26/11/2020 | 3.35% | 0.27 | 0.28 | 500,000 | 500,000 | 499,996 | 499,924 | 147,659 | 152,638 | 99.91% | 99.91% |
25/11/2020 | 2.84% | 0.30 | 0.31 | 500,000 | 500,000 | 499,972 | 499,980 | 176,202 | 181,205 | 97.62% | 97.62% |
24/11/2020 | 2.58% | 0.34 | 0.35 | 500,000 | 500,000 | 499,994 | 499,978 | 193,271 | 198,265 | 99.13% | 99.13% |
23/11/2020 | 2.16% | 0.61 | 0.62 | 500,000 | 500,000 | 500,000 | 499,997 | 234,979 | 239,978 | 99.65% | 99.65% |
20/11/2020 | 1.51% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 329,909 | 334,909 | 99.49% | 99.49% |
19/11/2020 | 1.35% | 0.74 | 0.75 | 500,000 | 500,000 | 499,999 | 500,000 | 369,192 | 374,193 | 97.95% | 97.95% |
18/11/2020 | 1.69% | 0.50 | 0.51 | 500,000 | 500,000 | 500,000 | 500,000 | 294,719 | 299,719 | 99.95% | 99.95% |
17/11/2020 | 1.38% | 0.67 | 0.68 | 500,000 | 500,000 | 499,998 | 499,999 | 361,758 | 366,759 | 99.09% | 99.09% |