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 | - | - |
06/11/2020 | 0.82% | 1.18 | 1.19 | 500,000 | 500,000 | 500,000 | 500,000 | 610,543 | 615,543 | 98.95% | 98.95% |
05/11/2020 | 0.69% | 1.03 | 1.04 | 500,000 | 500,000 | 500,000 | 500,000 | 738,526 | 743,526 | 87.84% | 87.84% |
04/11/2020 | 0.53% | 1.66 | 1.67 | 500,000 | 500,000 | 500,000 | 500,000 | 947,241 | 952,241 | 98.95% | 98.95% |
03/11/2020 | 0.45% | 2.08 | 2.09 | 250,000 | 250,000 | 250,000 | 250,000 | 558,623 | 561,123 | 99.99% | 99.99% |
02/11/2020 | 0.35% | 2.73 | 2.74 | 500,000 | 500,000 | 500,000 | 500,000 | 1,417,050 | 1,422,050 | 58.69% | 58.69% |
30/10/2020 | 0.31% | 3.22 | 3.23 | 500,000 | 500,000 | 500,000 | 500,000 | 1,599,570 | 1,604,570 | 99.78% | 99.78% |
29/10/2020 | 0.32% | 3.09 | 3.10 | 500,000 | 500,000 | 500,000 | 500,000 | 1,562,060 | 1,567,060 | 99.38% | 99.38% |
28/10/2020 | 0.33% | 3.11 | 3.12 | 500,000 | 500,000 | 500,000 | 500,000 | 1,512,700 | 1,517,700 | 99.64% | 99.64% |
27/10/2020 | 0.50% | 2.13 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 994,287 | 999,287 | 99.90% | 99.90% |