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 | - | - |
31/08/2020 | 0.32% | 6.23 | 6.25 | 100,000 | 100,000 | 100,000 | 100,000 | 621,228 | 623,228 | 95.59% | 95.59% |
28/08/2020 | 0.33% | 6.23 | 6.25 | 100,000 | 100,000 | 126,059 | 126,059 | 772,777 | 775,299 | 99.21% | 99.21% |
27/08/2020 | 0.33% | 5.83 | 5.85 | 200,000 | 200,000 | 200,000 | 200,000 | 1,205,150 | 1,209,150 | 95.51% | 95.51% |
26/08/2020 | 0.34% | 6.03 | 6.05 | 200,000 | 200,000 | 200,000 | 200,000 | 1,171,950 | 1,175,950 | 99.76% | 99.76% |
25/08/2020 | 0.34% | 5.85 | 5.87 | 200,000 | 200,000 | 200,000 | 200,000 | 1,180,480 | 1,184,480 | 99.21% | 99.21% |
24/08/2020 | 0.33% | 5.96 | 5.98 | 200,000 | 200,000 | 200,000 | 200,000 | 1,217,950 | 1,221,950 | 99.06% | 99.06% |
21/08/2020 | 0.33% | 6.05 | 6.07 | 200,000 | 200,000 | 200,000 | 200,000 | 1,195,650 | 1,199,650 | 99.39% | 99.39% |
20/08/2020 | 0.33% | 6.05 | 6.07 | 200,000 | 200,000 | 200,000 | 200,000 | 1,199,810 | 1,203,810 | 98.66% | 98.66% |
19/08/2020 | 0.31% | 6.24 | 6.26 | 200,000 | 200,000 | 200,000 | 200,000 | 1,286,210 | 1,290,210 | 99.52% | 99.52% |