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 | 140,000 | 100,000 | 130,108 | 100,000 | 51,899 | 41,028 | 100.00% | 100.00% |
19/10/2020 | 1.91% | 0.50 | 0.51 | 100,000 | 100,000 | 100,000 | 100,000 | 51,964 | 52,964 | 100.00% | 100.00% |
15/10/2020 | 1.96% | 0.50 | 0.51 | 100,000 | 100,000 | 104,301 | 100,000 | 52,682 | 51,586 | 99.60% | 99.60% |
14/10/2020 | 2.29% | 0.44 | 0.45 | 120,000 | 100,000 | 120,151 | 100,000 | 51,843 | 44,152 | 98.80% | 98.80% |
13/10/2020 | 1.93% | 0.51 | 0.52 | 100,000 | 100,000 | 100,092 | 100,000 | 51,302 | 52,257 | 100.00% | 100.00% |
12/10/2020 | 1.74% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 57,151 | 58,151 | 100.00% | 100.00% |
09/10/2020 | 1.55% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 64,071 | 65,071 | 99.99% | 99.99% |
08/10/2020 | 1.58% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 62,964 | 63,964 | 100.00% | 100.00% |
07/10/2020 | 1.37% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 72,615 | 73,615 | 100.00% | 100.00% |