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 | - | - |
21/09/2020 | 1.54% | 944.14 | 959.14 | 190 | 200 | 175 | 200 | 169,149 | 196,211 | 94.30% | 94.32% |
31/08/2020 | 2.76% | 1,040.00 | 1,065.00 | 200 | 200 | 200 | 200 | 206,168 | 211,927 | 100.00% | 100.00% |
28/08/2020 | 3.03% | 1,011.50 | 1,042.50 | 200 | 200 | 200 | 200 | 201,806 | 208,006 | 100.00% | 100.00% |
27/08/2020 | 3.03% | 1,005.50 | 1,036.50 | 159 | 200 | 196 | 200 | 197,345 | 208,015 | 100.00% | 100.00% |
26/08/2020 | 3.03% | 1,018.50 | 1,050.00 | 200 | 200 | 200 | 200 | 202,028 | 208,237 | 76.82% | 76.82% |
25/08/2020 | 3.02% | 1,012.50 | 1,043.50 | 197 | 200 | 199 | 200 | 203,514 | 211,205 | 100.00% | 100.00% |
24/08/2020 | 3.01% | 1,044.50 | 1,076.50 | 200 | 200 | 200 | 200 | 209,355 | 215,755 | 100.00% | 100.00% |
21/08/2020 | 3.02% | 1,046.00 | 1,078.00 | 194 | 200 | 199 | 199 | 208,153 | 214,962 | 100.00% | 100.00% |
20/08/2020 | 3.02% | 1,052.50 | 1,085.00 | 190 | 200 | 195 | 200 | 204,253 | 216,262 | 100.00% | 100.00% |