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 | 2.45% | 0.38 | 0.39 | 300,000 | 300,000 | 300,000 | 300,000 | 121,413 | 124,413 | 98.16% | 98.16% |
19/10/2020 | 1.88% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 159,433 | 162,433 | 98.76% | 98.76% |
15/10/2020 | 3.90% | 0.25 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 76,935 | 79,935 | 90.58% | 98.65% |
14/10/2020 | 1.43% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 211,173 | 214,191 | 94.27% | 94.27% |
13/10/2020 | 1.29% | 0.69 | 0.70 | 300,000 | 300,000 | 300,000 | 300,000 | 231,335 | 234,335 | 99.78% | 99.78% |
12/10/2020 | 1.33% | 0.77 | 0.78 | 300,000 | 300,000 | 300,000 | 300,000 | 223,999 | 226,999 | 98.41% | 98.41% |
09/10/2020 | 1.50% | 0.70 | 0.71 | 300,000 | 300,000 | 300,000 | 300,000 | 198,537 | 201,537 | 99.26% | 99.26% |
08/10/2020 | 1.77% | 0.62 | 0.63 | 300,000 | 300,000 | 300,000 | 300,000 | 168,800 | 171,800 | 81.67% | 81.67% |
07/10/2020 | 2.07% | 0.43 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 144,553 | 147,553 | 99.86% | 99.86% |