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 | 1.17% | 0.83 | 0.84 | 600,000 | 250,000 | 600,000 | 250,000 | 507,899 | 214,125 | 100.00% | 100.00% |
28/08/2020 | 1.20% | 0.83 | 0.84 | 600,000 | 250,000 | 600,000 | 250,000 | 498,374 | 210,156 | 99.98% | 99.98% |
27/08/2020 | 1.10% | 0.88 | 0.89 | 600,000 | 250,000 | 600,000 | 250,000 | 541,454 | 228,106 | 99.94% | 99.94% |
26/08/2020 | 1.15% | 0.89 | 0.90 | 600,000 | 250,000 | 600,000 | 250,000 | 520,361 | 219,317 | 99.99% | 99.99% |
25/08/2020 | 1.16% | 0.84 | 0.85 | 600,000 | 250,000 | 600,000 | 250,000 | 514,641 | 216,934 | 99.76% | 99.76% |
24/08/2020 | 1.11% | 0.88 | 0.89 | 600,000 | 250,000 | 600,000 | 250,000 | 538,843 | 227,018 | 99.98% | 99.98% |
21/08/2020 | 1.23% | 0.82 | 0.83 | 600,000 | 250,000 | 600,000 | 250,000 | 485,949 | 204,979 | 99.81% | 99.81% |
20/08/2020 | 1.25% | 0.80 | 0.81 | 600,000 | 250,000 | 600,000 | 250,000 | 478,261 | 201,775 | 99.99% | 99.99% |
19/08/2020 | 1.19% | 0.86 | 0.87 | 600,000 | 250,000 | 600,000 | 250,000 | 500,633 | 211,097 | 99.99% | 99.99% |