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 | 5.09% | 0.20 | 0.21 | 250,000 | 50,000 | 265,780 | 50,000 | 50,828 | 10,075 | 100.00% | 100.00% |
19/10/2020 | 4.88% | 0.18 | 0.19 | 280,000 | 50,000 | 252,815 | 50,000 | 50,490 | 10,529 | 100.00% | 100.00% |
15/10/2020 | 5.02% | 0.15 | 0.16 | 340,000 | 50,000 | 260,460 | 50,000 | 50,545 | 10,289 | 99.16% | 99.16% |
14/10/2020 | 3.16% | 0.30 | 0.31 | 170,000 | 50,000 | 166,492 | 50,000 | 51,936 | 16,127 | 99.58% | 99.58% |
13/10/2020 | 3.19% | 0.31 | 0.32 | 170,000 | 50,000 | 167,738 | 50,000 | 51,694 | 15,935 | 100.00% | 100.00% |
12/10/2020 | 3.33% | 0.30 | 0.31 | 170,000 | 50,000 | 174,630 | 50,000 | 51,503 | 15,264 | 100.00% | 100.00% |
09/10/2020 | 3.99% | 0.29 | 0.30 | 180,000 | 50,000 | 205,399 | 50,000 | 50,443 | 12,866 | 100.00% | 100.00% |