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 | 2.48% | 0.38 | 0.39 | 300,000 | 300,000 | 300,000 | 300,000 | 120,064 | 123,064 | 96.44% | 96.44% |
19/10/2020 | 1.82% | 0.46 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 164,982 | 167,982 | 98.76% | 98.76% |
15/10/2020 | 4.29% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 70,081 | 73,081 | 80.52% | 92.29% |
14/10/2020 | 1.34% | 0.65 | 0.66 | 300,000 | 300,000 | 300,000 | 300,000 | 225,506 | 228,524 | 94.28% | 94.28% |
13/10/2020 | 1.20% | 0.73 | 0.74 | 300,000 | 300,000 | 300,000 | 300,000 | 249,088 | 252,088 | 99.77% | 99.77% |
12/10/2020 | 1.24% | 0.83 | 0.84 | 300,000 | 300,000 | 300,000 | 300,000 | 241,082 | 244,082 | 99.85% | 99.85% |
09/10/2020 | 1.40% | 0.75 | 0.76 | 300,000 | 300,000 | 300,000 | 300,000 | 213,583 | 216,583 | 99.25% | 99.25% |
08/10/2020 | 1.65% | 0.67 | 0.68 | 300,000 | 300,000 | 300,000 | 300,000 | 182,079 | 185,079 | 98.81% | 98.81% |
07/10/2020 | 1.98% | 0.44 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 151,974 | 154,973 | 99.87% | 99.87% |