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 | 2.01% | 99.21 | 101.22 | 100,000 | 50,000 | 100,000 | 50,000 | 99,210 | 50,610 | 100.00% | 100.00% |
28/08/2020 | 2.01% | 99.23 | 101.24 | 100,000 | 50,000 | 100,000 | 50,000 | 99,230 | 50,620 | 100.00% | 100.00% |
27/08/2020 | 2.01% | 99.24 | 101.25 | 100,000 | 50,000 | 100,000 | 50,000 | 99,240 | 50,625 | 100.00% | 100.00% |
26/08/2020 | 2.00% | 99.31 | 101.32 | 100,000 | 50,000 | 100,000 | 50,000 | 99,310 | 50,660 | 100.00% | 100.00% |
25/08/2020 | 2.00% | 99.34 | 101.35 | 100,000 | 50,000 | 100,000 | 50,000 | 99,340 | 50,675 | 100.00% | 100.00% |
24/08/2020 | 2.00% | 99.36 | 101.37 | 100,000 | 50,000 | 100,000 | 50,000 | 99,360 | 50,685 | 100.00% | 100.00% |
21/08/2020 | 2.00% | 99.39 | 101.40 | 100,000 | 50,000 | 100,000 | 50,000 | 99,390 | 50,700 | 100.00% | 100.00% |
20/08/2020 | 2.00% | 99.42 | 101.43 | 100,000 | 50,000 | 100,000 | 50,000 | 99,420 | 50,715 | 100.00% | 100.00% |
19/08/2020 | 2.00% | 99.49 | 101.50 | 100,000 | 50,000 | 100,000 | 50,000 | 99,490 | 50,750 | 100.00% | 100.00% |
18/08/2020 | 2.01% | 99.50 | 101.52 | 100,000 | 50,000 | 100,000 | 50,000 | 99,500 | 50,760 | 100.00% | 100.00% |