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 | - | - |
30/09/2020 | 7.49% | 0.10 | 0.11 | 15,000 | 15,000 | 15,000 | 15,000 | 1,947 | 2,097 | 99.35% | 99.35% |
29/09/2020 | 6.42% | 0.12 | 0.13 | 15,000 | 15,000 | 15,000 | 15,000 | 2,277 | 2,427 | 99.70% | 99.70% |
28/09/2020 | 5.21% | 0.20 | 0.21 | 15,000 | 15,000 | 15,000 | 15,000 | 2,814 | 2,964 | 99.35% | 99.35% |
25/09/2020 | 5.13% | 0.15 | 0.16 | 15,000 | 15,000 | 15,000 | 15,000 | 2,896 | 3,046 | 99.67% | 99.67% |
24/09/2020 | 4.46% | 0.20 | 0.21 | 15,000 | 15,000 | 15,000 | 15,000 | 3,313 | 3,463 | 99.38% | 99.38% |
23/09/2020 | 3.88% | 0.24 | 0.25 | 15,000 | 15,000 | 15,000 | 15,000 | 3,808 | 3,958 | 99.80% | 99.80% |
22/09/2020 | 4.88% | 0.23 | 0.24 | 15,000 | 15,000 | 15,000 | 15,000 | 3,060 | 3,210 | 99.09% | 99.09% |
21/09/2020 | 6.28% | 0.16 | 0.17 | 15,000 | 15,000 | 15,000 | 15,000 | 2,338 | 2,488 | 98.53% | 98.53% |
31/08/2020 | 1.87% | 0.48 | 0.49 | 15,000 | 15,000 | 15,000 | 15,000 | 7,969 | 8,119 | 98.91% | 98.91% |