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 | 0.42% | 4.79 | 4.81 | 100,000 | 100,000 | 100,000 | 100,000 | 476,664 | 478,664 | 96.78% | 96.78% |
28/08/2020 | 0.43% | 4.79 | 4.81 | 100,000 | 100,000 | 126,054 | 126,054 | 590,416 | 592,938 | 99.33% | 99.33% |
27/08/2020 | 0.44% | 4.37 | 4.39 | 200,000 | 200,000 | 200,000 | 200,000 | 914,350 | 918,350 | 96.53% | 96.53% |
26/08/2020 | 0.45% | 4.57 | 4.59 | 200,000 | 200,000 | 200,000 | 200,000 | 880,765 | 884,765 | 99.73% | 99.73% |
25/08/2020 | 0.45% | 4.40 | 4.42 | 200,000 | 200,000 | 200,000 | 200,000 | 889,488 | 893,488 | 99.42% | 99.42% |
24/08/2020 | 0.43% | 4.51 | 4.53 | 200,000 | 200,000 | 200,000 | 200,000 | 926,964 | 930,964 | 98.83% | 98.83% |
21/08/2020 | 0.44% | 4.59 | 4.61 | 200,000 | 200,000 | 200,000 | 200,000 | 903,998 | 907,998 | 99.30% | 99.30% |
20/08/2020 | 0.44% | 4.60 | 4.62 | 200,000 | 200,000 | 200,000 | 200,000 | 908,119 | 912,119 | 98.67% | 98.67% |
19/08/2020 | 0.40% | 4.78 | 4.80 | 200,000 | 200,000 | 200,000 | 200,000 | 996,652 | 1,000,650 | 99.50% | 99.50% |