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 | 10.97% | 0.16 | 0.17 | 30,000 | 30,000 | 30,000 | 30,000 | 4,063 | 4,513 | 100.00% | 100.00% |
19/10/2020 | 8.71% | 0.16 | 0.17 | 30,000 | 30,000 | 30,000 | 30,000 | 4,952 | 5,402 | 97.06% | 97.06% |
15/10/2020 | 7.22% | 0.27 | 0.29 | 30,000 | 30,000 | 30,000 | 30,000 | 7,921 | 8,514 | 100.00% | 100.00% |
14/10/2020 | 14.17% | 0.11 | 0.12 | 30,000 | 30,000 | 30,000 | 30,000 | 2,985 | 3,435 | 99.20% | 99.20% |
13/10/2020 | 11.11% | 0.14 | 0.16 | 30,000 | 30,000 | 30,000 | 30,000 | 3,914 | 4,364 | 100.00% | 100.00% |
12/10/2020 | 9.26% | 0.14 | 0.16 | 30,000 | 30,000 | 30,000 | 30,000 | 4,659 | 5,109 | 100.00% | 100.00% |
09/10/2020 | 7.99% | 0.19 | 0.21 | 30,000 | 30,000 | 30,000 | 30,000 | 5,436 | 5,886 | 100.00% | 100.00% |
08/10/2020 | 8.47% | 0.17 | 0.18 | 30,000 | 30,000 | 30,000 | 30,000 | 5,098 | 5,548 | 99.03% | 99.03% |
07/10/2020 | 6.85% | 0.21 | 0.23 | 30,000 | 30,000 | 30,000 | 30,000 | 6,686 | 7,161 | 99.92% | 99.92% |