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 | 6.62% | 0.10 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 22,292 | 23,792 | 95.66% | 95.66% |
28/08/2020 | 5.46% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 26,893 | 28,393 | 99.60% | 99.60% |
27/08/2020 | 3.81% | 0.27 | 0.28 | 150,000 | 150,000 | 150,000 | 150,000 | 38,755 | 40,255 | 97.20% | 97.20% |
26/08/2020 | 3.27% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 45,343 | 46,843 | 99.96% | 99.96% |
25/08/2020 | 2.93% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 50,523 | 52,023 | 99.91% | 99.91% |
24/08/2020 | 2.82% | 0.39 | 0.40 | 150,000 | 150,000 | 150,000 | 150,000 | 52,590 | 54,090 | 98.23% | 98.23% |
21/08/2020 | 3.13% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 48,103 | 49,603 | 99.90% | 99.90% |
20/08/2020 | 2.84% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 52,253 | 53,753 | 99.86% | 99.86% |
19/08/2020 | 3.96% | 0.29 | 0.30 | 150,000 | 150,000 | 149,991 | 149,989 | 37,381 | 38,881 | 99.99% | 99.99% |
18/08/2020 | 3.48% | 0.25 | 0.26 | 150,000 | 150,000 | 150,000 | 150,000 | 42,647 | 44,147 | 99.84% | 99.84% |