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 | - | - |
27/10/2020 | 2.27% | 0.34 | 0.35 | 300,000 | 300,000 | 300,000 | 300,000 | 134,116 | 137,116 | 86.64% | 86.64% |
26/10/2020 | 1.71% | 0.54 | 0.55 | 300,000 | 300,000 | 300,000 | 300,000 | 174,462 | 177,462 | 97.02% | 97.02% |
23/10/2020 | 1.53% | 0.62 | 0.63 | 300,000 | 300,000 | 300,000 | 300,000 | 195,315 | 198,315 | 97.94% | 97.94% |
22/10/2020 | 2.07% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 146,105 | 149,144 | 98.50% | 98.50% |
21/10/2020 | 1.46% | 0.62 | 0.63 | 300,000 | 300,000 | 300,000 | 300,000 | 205,032 | 208,032 | 98.30% | 98.30% |
20/10/2020 | 1.11% | 0.87 | 0.88 | 300,000 | 300,000 | 300,000 | 300,000 | 269,153 | 272,153 | 98.17% | 98.17% |
19/10/2020 | 0.96% | 0.96 | 0.97 | 300,000 | 300,000 | 300,000 | 300,000 | 313,347 | 316,347 | 98.77% | 98.77% |
15/10/2020 | 1.38% | 0.72 | 0.73 | 300,000 | 300,000 | 300,000 | 300,000 | 217,472 | 220,473 | 98.66% | 98.66% |
14/10/2020 | 0.80% | 1.14 | 1.15 | 300,000 | 300,000 | 300,000 | 300,000 | 374,131 | 377,140 | 94.28% | 94.28% |