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 | - | - |
10/08/2020 | 1.14% | 103.48 | 104.52 | 250,000 | 250,000 | 250,000 | 250,000 | 240,762 | 243,355 | 84.67% | 84.67% |
07/08/2020 | 2.01% | 49.76 | 50.77 | 250,000 | 250,000 | 250,000 | 250,000 | 123,993 | 126,508 | 100.00% | 100.00% |
06/08/2020 | 2.01% | 50.23 | 51.25 | 250,000 | 250,000 | 250,000 | 250,000 | 125,098 | 127,639 | 100.00% | 100.00% |
05/08/2020 | 2.01% | 48.83 | 49.82 | 250,000 | 250,000 | 250,000 | 250,000 | 122,387 | 124,872 | 100.00% | 100.00% |
04/08/2020 | 2.01% | 48.69 | 49.68 | 250,000 | 250,000 | 250,000 | 250,000 | 121,446 | 123,912 | 100.00% | 100.00% |
03/08/2020 | 2.01% | 48.39 | 49.37 | 250,000 | 250,000 | 250,000 | 250,000 | 120,717 | 123,168 | 100.00% | 100.00% |
31/07/2020 | 2.01% | 48.11 | 49.09 | 250,000 | 250,000 | 250,000 | 250,000 | 123,129 | 125,628 | 100.00% | 100.00% |
30/07/2020 | 2.01% | 50.65 | 51.68 | 250,000 | 250,000 | 250,000 | 250,000 | 128,016 | 130,617 | 78.31% | 78.31% |
29/07/2020 | 2.01% | 51.40 | 52.44 | 250,000 | 250,000 | 250,000 | 250,000 | 133,381 | 136,088 | 100.00% | 100.00% |