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 | - | - |
27/11/2020 | 0.81% | 1.01 | 0.93 | 100,000 | 100,000 | 100,000 | 100,000 | 123,583 | 124,583 | 82.80% | 99.95% |
26/11/2020 | 0.68% | 1.36 | 1.40 | 100,000 | 100,000 | 100,000 | 100,000 | 147,512 | 148,511 | 96.39% | 100.00% |
25/11/2020 | 0.58% | 1.45 | 1.82 | 100,000 | 100,000 | 100,000 | 100,000 | 173,775 | 174,775 | 87.24% | 99.99% |
24/11/2020 | 0.52% | 1.66 | 1.67 | 100,000 | 100,000 | 100,000 | 99,998 | 192,609 | 193,604 | 98.57% | 99.98% |
23/11/2020 | 0.44% | 3.04 | 3.05 | 100,000 | 100,000 | 100,000 | 100,000 | 231,722 | 232,723 | 99.31% | 99.32% |
20/11/2020 | 0.30% | 3.39 | 3.40 | 100,000 | 100,000 | 100,000 | 100,000 | 335,146 | 336,145 | 99.99% | 99.99% |
19/11/2020 | 0.27% | 3.77 | 3.78 | 100,000 | 100,000 | 100,000 | 100,000 | 374,772 | 375,773 | 98.00% | 98.00% |
18/11/2020 | 0.33% | 2.57 | 2.58 | 100,000 | 100,000 | 100,000 | 100,000 | 303,095 | 304,095 | 99.97% | 99.97% |
17/11/2020 | 0.27% | 3.42 | 3.43 | 100,000 | 100,000 | 100,000 | 100,000 | 370,277 | 371,277 | 99.99% | 99.99% |