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 | 0.70% | 1.39 | 1.40 | 500,000 | 500,000 | 500,000 | 500,000 | 717,980 | 722,980 | 98.94% | 98.94% |
05/11/2020 | 0.61% | 1.25 | 1.26 | 500,000 | 500,000 | 500,000 | 500,000 | 819,124 | 824,124 | 87.87% | 87.87% |
04/11/2020 | 0.48% | 1.88 | 1.89 | 500,000 | 500,000 | 500,000 | 500,000 | 1,054,540 | 1,059,540 | 98.89% | 98.89% |
03/11/2020 | 0.41% | 2.30 | 2.31 | 250,000 | 250,000 | 250,000 | 250,000 | 612,457 | 614,957 | 100.00% | 100.00% |
02/11/2020 | 0.33% | 2.94 | 2.95 | 500,000 | 500,000 | 500,000 | 500,000 | 1,532,900 | 1,537,900 | 53.43% | 53.43% |
30/10/2020 | 0.29% | 3.44 | 3.45 | 500,000 | 500,000 | 500,000 | 500,000 | 1,707,010 | 1,712,010 | 99.83% | 99.83% |
29/10/2020 | 0.30% | 3.31 | 3.32 | 500,000 | 500,000 | 500,000 | 500,000 | 1,669,390 | 1,674,390 | 99.35% | 99.35% |
28/10/2020 | 0.31% | 3.33 | 3.34 | 500,000 | 500,000 | 500,000 | 500,000 | 1,620,320 | 1,625,320 | 99.70% | 99.70% |
27/10/2020 | 0.45% | 2.35 | 2.36 | 500,000 | 500,000 | 500,000 | 500,000 | 1,102,150 | 1,107,150 | 99.92% | 99.92% |