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 | - | - |
15/07/2020 | 4.72% | 0.48 | 0.51 | 2,500 | 2,500 | 6,977 | 2,500 | 4,522 | 1,594 | 92.91% | 95.73% |
14/07/2020 | 3.35% | 0.84 | 0.87 | 2,500 | 2,500 | 2,500 | 2,500 | 2,200 | 2,275 | 100.00% | 100.00% |
13/07/2020 | 4.02% | 0.72 | 0.75 | 2,500 | 2,500 | 2,500 | 2,500 | 1,830 | 1,905 | 100.00% | 100.00% |
10/07/2020 | 3.12% | 0.87 | 0.90 | 2,500 | 2,500 | 2,500 | 2,500 | 2,370 | 2,445 | 100.00% | 100.00% |
09/07/2020 | 3.47% | 0.98 | 1.01 | 2,500 | 2,500 | 2,500 | 2,500 | 2,130 | 2,205 | 100.00% | 100.00% |
08/07/2020 | 3.18% | 0.97 | 1.00 | 2,500 | 2,500 | 2,500 | 2,811 | 2,318 | 2,703 | 100.00% | 100.00% |
07/07/2020 | 3.28% | 0.88 | 0.91 | 2,500 | 2,500 | 2,500 | 2,500 | 2,254 | 2,329 | 100.00% | 100.00% |
06/07/2020 | 3.96% | 0.75 | 0.78 | 2,500 | 2,500 | 2,500 | 2,500 | 1,859 | 1,934 | 100.00% | 100.00% |
03/07/2020 | 3.23% | 0.99 | 1.02 | 2,500 | 2,500 | 2,500 | 2,500 | 2,287 | 2,362 | 100.00% | 100.00% |