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 | - | - |
07/08/2020 | 2.02% | 26.59 | 27.13 | 250,000 | 250,000 | 250,000 | 250,000 | 66,230 | 67,581 | 100.00% | 100.00% |
06/08/2020 | 2.02% | 26.91 | 27.46 | 250,000 | 250,000 | 250,000 | 250,000 | 67,032 | 68,402 | 100.00% | 100.00% |
05/08/2020 | 2.01% | 26.04 | 26.57 | 250,000 | 250,000 | 250,000 | 250,000 | 65,349 | 66,678 | 100.00% | 100.00% |
04/08/2020 | 2.02% | 26.00 | 26.53 | 250,000 | 250,000 | 250,000 | 250,000 | 64,916 | 66,241 | 100.00% | 100.00% |
03/08/2020 | 2.02% | 25.88 | 26.41 | 250,000 | 250,000 | 250,000 | 250,000 | 64,532 | 65,852 | 100.00% | 100.00% |
31/07/2020 | 2.01% | 25.75 | 26.28 | 250,000 | 250,000 | 250,000 | 250,000 | 66,127 | 67,470 | 100.00% | 100.00% |
30/07/2020 | 2.01% | 27.17 | 27.72 | 250,000 | 250,000 | 250,000 | 250,000 | 69,215 | 70,623 | 79.15% | 79.15% |
29/07/2020 | 2.02% | 27.90 | 28.47 | 250,000 | 250,000 | 250,000 | 250,000 | 72,829 | 74,311 | 100.00% | 100.00% |
28/07/2020 | 2.02% | 28.88 | 29.47 | 250,000 | 250,000 | 250,000 | 250,000 | 71,138 | 72,590 | 100.00% | 100.00% |