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 | - | - |
27/08/2020 | 5.62% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 26,231 | 27,731 | 97.18% | 97.18% |
26/08/2020 | 4.55% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 32,391 | 33,891 | 99.96% | 99.96% |
25/08/2020 | 3.96% | 0.25 | 0.26 | 150,000 | 150,000 | 150,000 | 150,000 | 37,278 | 38,778 | 99.86% | 99.86% |
24/08/2020 | 3.75% | 0.30 | 0.31 | 150,000 | 150,000 | 150,000 | 150,000 | 39,421 | 40,921 | 98.22% | 98.22% |
21/08/2020 | 4.34% | 0.29 | 0.30 | 150,000 | 150,000 | 150,000 | 150,000 | 35,120 | 36,620 | 99.94% | 99.94% |
20/08/2020 | 3.79% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 149,921 | 39,093 | 40,570 | 99.86% | 99.86% |
19/08/2020 | 5.91% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 24,926 | 26,426 | 99.96% | 99.96% |
18/08/2020 | 4.96% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 29,805 | 31,305 | 99.72% | 99.72% |
17/08/2020 | 3.51% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 42,011 | 43,511 | 99.98% | 99.98% |