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 | 0.68% | 102.51 | 103.21 | 150,000 | 150,000 | 150,000 | 150,000 | 153,956 | 155,006 | 99.65% | 99.65% |
28/08/2020 | 0.68% | 102.45 | 103.15 | 150,000 | 150,000 | 150,000 | 150,000 | 153,765 | 154,815 | 99.89% | 99.89% |
27/08/2020 | 0.68% | 102.27 | 102.97 | 150,000 | 150,000 | 150,000 | 150,000 | 153,475 | 154,525 | 98.43% | 98.43% |
26/08/2020 | 0.68% | 102.27 | 102.97 | 150,000 | 150,000 | 150,000 | 150,000 | 153,638 | 154,688 | 99.97% | 99.97% |
25/08/2020 | 0.68% | 102.36 | 103.06 | 150,000 | 150,000 | 150,000 | 150,000 | 153,637 | 154,687 | 99.69% | 99.69% |
24/08/2020 | 0.68% | 102.51 | 103.21 | 150,000 | 150,000 | 150,000 | 150,000 | 153,987 | 155,037 | 99.97% | 99.97% |
21/08/2020 | 0.68% | 102.46 | 103.16 | 150,000 | 150,000 | 150,000 | 150,000 | 153,699 | 154,749 | 99.35% | 99.35% |
20/08/2020 | 0.68% | 102.42 | 103.12 | 150,000 | 150,000 | 150,000 | 150,000 | 153,779 | 154,829 | 99.79% | 99.79% |
19/08/2020 | 0.68% | 102.50 | 103.20 | 150,000 | 150,000 | 150,000 | 150,000 | 153,831 | 154,881 | 99.99% | 99.99% |