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 | - | - |
20/08/2020 | 0.76% | 194.08 | 195.58 | 2,500 | 2,500 | 2,500 | 2,500 | 490,844 | 494,594 | 99.98% | 99.98% |
19/08/2020 | 0.75% | 198.75 | 200.25 | 2,500 | 2,500 | 2,500 | 2,500 | 495,151 | 498,901 | 99.98% | 99.98% |
18/08/2020 | 0.74% | 199.50 | 201.00 | 2,500 | 2,500 | 2,500 | 2,500 | 501,836 | 505,586 | 99.97% | 99.97% |
17/08/2020 | 0.74% | 201.16 | 202.66 | 2,500 | 2,500 | 2,500 | 2,500 | 504,361 | 508,111 | 98.76% | 98.76% |
14/08/2020 | 0.74% | 202.16 | 203.66 | 2,500 | 2,500 | 2,500 | 2,500 | 503,385 | 507,135 | 99.99% | 99.99% |
13/08/2020 | 0.73% | 203.51 | 205.01 | 2,500 | 2,500 | 2,500 | 2,500 | 512,525 | 516,275 | 99.99% | 99.99% |
12/08/2020 | 0.74% | 202.61 | 204.11 | 2,500 | 2,500 | 2,500 | 2,500 | 507,086 | 510,836 | 100.00% | 100.00% |
11/08/2020 | 0.75% | 200.06 | 201.56 | 2,500 | 2,500 | 2,500 | 2,500 | 497,437 | 501,187 | 99.96% | 99.96% |
10/08/2020 | 0.77% | 193.01 | 194.51 | 2,500 | 2,500 | 2,500 | 2,500 | 482,300 | 486,050 | 99.91% | 99.91% |