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 | 2.20% | 0.43 | 0.44 | 150,000 | 150,000 | 150,000 | 150,000 | 67,865 | 69,365 | 99.37% | 99.37% |
19/10/2020 | 1.68% | 0.51 | 0.52 | 150,000 | 150,000 | 150,000 | 150,000 | 89,246 | 90,746 | 99.37% | 99.37% |
15/10/2020 | 3.60% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 42,018 | 43,518 | 99.36% | 99.36% |
14/10/2020 | 1.28% | 0.68 | 0.69 | 150,000 | 150,000 | 150,000 | 150,000 | 117,508 | 119,008 | 99.38% | 99.38% |
13/10/2020 | 1.16% | 0.77 | 0.78 | 150,000 | 150,000 | 150,000 | 150,000 | 129,065 | 130,565 | 99.37% | 99.37% |
12/10/2020 | 1.19% | 0.86 | 0.87 | 150,000 | 150,000 | 150,000 | 150,000 | 125,064 | 126,564 | 99.38% | 99.38% |
09/10/2020 | 1.34% | 0.78 | 0.79 | 150,000 | 150,000 | 150,000 | 150,000 | 111,042 | 112,542 | 99.38% | 99.38% |
08/10/2020 | 1.57% | 0.70 | 0.71 | 150,000 | 150,000 | 150,000 | 150,000 | 95,709 | 97,209 | 99.31% | 99.31% |
07/10/2020 | 1.85% | 0.48 | 0.49 | 150,000 | 150,000 | 150,000 | 150,000 | 81,054 | 82,554 | 99.36% | 99.36% |