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 | - | - |
04/11/2020 | 2.56% | 0.17 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 121,249 | 124,249 | 82.30% | 91.98% |
03/11/2020 | 1.19% | 0.73 | 0.74 | 300,000 | 300,000 | 300,000 | 300,000 | 253,008 | 256,008 | 98.40% | 98.40% |
02/11/2020 | 0.79% | 1.15 | 1.16 | 300,000 | 300,000 | 300,000 | 300,000 | 381,423 | 384,423 | 95.67% | 95.67% |
30/10/2020 | 0.61% | 1.61 | 1.62 | 300,000 | 300,000 | 300,000 | 300,000 | 492,559 | 495,594 | 99.91% | 99.91% |
29/10/2020 | 0.66% | 1.55 | 1.56 | 300,000 | 300,000 | 300,000 | 300,000 | 456,376 | 459,376 | 96.65% | 96.65% |
28/10/2020 | 0.74% | 1.41 | 1.42 | 300,000 | 300,000 | 300,000 | 300,000 | 408,836 | 411,836 | 96.11% | 96.11% |
27/10/2020 | 1.17% | 0.96 | 0.97 | 300,000 | 300,000 | 300,000 | 300,000 | 256,325 | 259,325 | 87.04% | 87.04% |
26/10/2020 | 1.36% | 0.76 | 0.77 | 300,000 | 300,000 | 299,998 | 299,997 | 219,246 | 222,245 | 97.01% | 97.01% |
23/10/2020 | 1.45% | 0.71 | 0.72 | 300,000 | 300,000 | 300,000 | 300,000 | 206,299 | 209,299 | 97.94% | 97.94% |