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 | 2.27% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 131,414 | 134,414 | 98.17% | 98.17% |
19/10/2020 | 1.73% | 0.49 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 173,611 | 176,611 | 98.75% | 98.75% |
15/10/2020 | 3.75% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 80,039 | 83,039 | 84.22% | 92.30% |
14/10/2020 | 1.31% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 229,691 | 232,709 | 94.28% | 94.28% |
13/10/2020 | 1.19% | 0.75 | 0.76 | 300,000 | 300,000 | 300,000 | 300,000 | 251,754 | 254,754 | 99.77% | 99.77% |
12/10/2020 | 1.23% | 0.84 | 0.85 | 300,000 | 300,000 | 300,000 | 300,000 | 243,644 | 246,644 | 98.04% | 98.04% |
09/10/2020 | 1.38% | 0.75 | 0.76 | 300,000 | 300,000 | 300,000 | 300,000 | 215,347 | 218,347 | 99.26% | 99.26% |
08/10/2020 | 1.64% | 0.67 | 0.68 | 300,000 | 300,000 | 300,000 | 300,000 | 183,143 | 186,143 | 83.81% | 83.81% |
07/10/2020 | 1.93% | 0.46 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 155,482 | 158,482 | 99.86% | 99.86% |