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 | - | - |
21/10/2020 | 3.44% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 88,257 | 91,257 | 97.14% | 97.76% |
20/10/2020 | 1.97% | 0.48 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 151,730 | 154,730 | 98.17% | 98.17% |
19/10/2020 | 1.53% | 0.57 | 0.58 | 300,000 | 300,000 | 300,000 | 300,000 | 196,351 | 199,351 | 98.74% | 98.74% |
15/10/2020 | 3.00% | 0.33 | 0.34 | 300,000 | 300,000 | 300,000 | 300,000 | 100,472 | 103,473 | 98.66% | 98.66% |
14/10/2020 | 1.17% | 0.75 | 0.76 | 300,000 | 300,000 | 300,000 | 300,000 | 257,131 | 260,140 | 94.28% | 94.28% |
13/10/2020 | 1.07% | 0.84 | 0.85 | 300,000 | 300,000 | 300,000 | 300,000 | 280,637 | 283,637 | 99.76% | 99.76% |
12/10/2020 | 1.10% | 0.93 | 0.94 | 300,000 | 300,000 | 300,000 | 300,000 | 272,564 | 275,564 | 99.85% | 99.85% |
09/10/2020 | 1.22% | 0.86 | 0.87 | 300,000 | 300,000 | 300,000 | 300,000 | 245,173 | 248,173 | 99.26% | 99.26% |
08/10/2020 | 1.40% | 0.77 | 0.78 | 300,000 | 300,000 | 300,000 | 300,000 | 213,500 | 216,500 | 98.80% | 98.80% |