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 | 0.95% | 99.25 | 100.20 | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 | 100,200 | 76.68% | 76.68% |
28/08/2020 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 | 100,300 | 99.08% | 99.08% |
27/08/2020 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 | 100,300 | 98.21% | 98.21% |
26/08/2020 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 | 100,300 | 100.00% | 100.00% |
25/08/2020 | 0.95% | 99.35 | 100.30 | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 | 100,300 | 96.10% | 96.10% |
24/08/2020 | 1.05% | 99.35 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 | 100,400 | 77.81% | 77.81% |
21/08/2020 | 0.99% | 99.40 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,410 | 100,400 | 74.03% | 74.03% |
20/08/2020 | 0.95% | 99.45 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 | 100,400 | 100.00% | 100.00% |
19/08/2020 | 1.05% | 99.45 | 100.50 | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 | 100,500 | 100.00% | 100.00% |
18/08/2020 | 1.00% | 99.50 | 100.50 | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 | 100,500 | 98.65% | 98.65% |