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 | 2.91% | 0.25 | 0.26 | 300,000 | 300,000 | 300,000 | 299,999 | 106,960 | 109,959 | 86.63% | 86.63% |
26/10/2020 | 2.05% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 145,669 | 148,669 | 96.04% | 96.04% |
23/10/2020 | 1.79% | 0.53 | 0.54 | 300,000 | 300,000 | 299,999 | 299,999 | 166,526 | 169,526 | 97.94% | 97.94% |
22/10/2020 | 2.37% | 0.48 | 0.49 | 300,000 | 300,000 | 300,000 | 300,000 | 129,211 | 132,287 | 99.27% | 99.27% |
21/10/2020 | 1.61% | 0.55 | 0.56 | 300,000 | 300,000 | 300,000 | 300,000 | 185,754 | 188,754 | 98.30% | 98.30% |
20/10/2020 | 1.18% | 0.82 | 0.83 | 300,000 | 300,000 | 300,000 | 300,000 | 252,333 | 255,333 | 98.16% | 98.16% |
19/10/2020 | 1.01% | 0.90 | 0.91 | 300,000 | 300,000 | 300,000 | 300,000 | 296,599 | 299,599 | 98.75% | 98.75% |
15/10/2020 | 1.49% | 0.67 | 0.68 | 300,000 | 300,000 | 300,000 | 300,000 | 200,706 | 203,707 | 98.64% | 98.64% |
14/10/2020 | 0.84% | 1.09 | 1.10 | 300,000 | 300,000 | 300,000 | 300,000 | 357,506 | 360,524 | 94.28% | 94.28% |