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 | 609,204 | 614,204 | 98.95% | 98.95% |
05/11/2020 | 0.72% | 1.03 | 1.04 | 500,000 | 500,000 | 500,000 | 500,000 | 699,966 | 704,966 | 87.86% | 87.86% |
04/11/2020 | 0.53% | 1.66 | 1.67 | 500,000 | 500,000 | 500,000 | 500,000 | 945,175 | 950,175 | 98.91% | 98.91% |
03/11/2020 | 0.45% | 2.08 | 2.09 | 250,000 | 250,000 | 250,000 | 250,000 | 557,368 | 559,868 | 99.98% | 99.98% |
02/11/2020 | 0.35% | 2.72 | 2.73 | 500,000 | 500,000 | 500,000 | 500,000 | 1,422,440 | 1,427,440 | 52.94% | 52.94% |
30/10/2020 | 0.31% | 3.22 | 3.23 | 500,000 | 500,000 | 500,000 | 500,000 | 1,595,930 | 1,600,930 | 99.79% | 99.79% |
29/10/2020 | 0.32% | 3.09 | 3.10 | 500,000 | 500,000 | 500,000 | 500,000 | 1,558,690 | 1,563,690 | 99.34% | 99.34% |
28/10/2020 | 0.33% | 3.11 | 3.12 | 500,000 | 500,000 | 500,000 | 500,000 | 1,509,510 | 1,514,510 | 99.64% | 99.64% |
27/10/2020 | 0.50% | 2.13 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 992,131 | 997,131 | 99.91% | 99.91% |