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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/08/2020 | 0.80% | 103.51 | 104.34 | 1,800 | 2,000 | 1,824 | 2,000 | 188,870 | 208,741 | 100.00% | 100.00% |
28/08/2020 | 0.80% | 102.72 | 103.54 | 2,000 | 2,000 | 2,000 | 2,000 | 205,603 | 207,255 | 100.00% | 100.00% |
27/08/2020 | 0.80% | 103.47 | 104.30 | 2,000 | 2,000 | 2,000 | 2,000 | 207,899 | 209,569 | 99.89% | 99.89% |
26/08/2020 | 0.80% | 103.85 | 104.68 | 2,000 | 2,000 | 2,000 | 2,000 | 207,181 | 208,845 | 100.00% | 100.00% |
25/08/2020 | 0.80% | 102.99 | 103.82 | 2,000 | 2,000 | 2,000 | 2,000 | 206,557 | 208,216 | 100.00% | 100.00% |
24/08/2020 | 0.80% | 103.07 | 103.90 | 2,000 | 2,000 | 2,000 | 2,000 | 206,593 | 208,252 | 100.00% | 100.00% |
21/08/2020 | 0.80% | 102.31 | 103.13 | 2,000 | 2,000 | 2,000 | 2,000 | 204,631 | 206,275 | 100.00% | 100.00% |
20/08/2020 | 0.80% | 102.27 | 103.09 | 2,000 | 2,000 | 2,000 | 2,000 | 204,843 | 206,488 | 100.00% | 100.00% |
19/08/2020 | 0.80% | 103.03 | 103.85 | 2,000 | 2,000 | 2,000 | 2,000 | 205,713 | 207,366 | 100.00% | 100.00% |
18/08/2020 | 0.80% | 102.10 | 102.92 | 2,000 | 2,000 | 2,000 | 2,000 | 204,817 | 206,462 | 100.00% | 100.00% |