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 | - | - |
28/08/2020 | 0.99% | 100.10 | 101.10 | 500,000 | 500,000 | 148,337 | 148,337 | 148,450 | 149,933 | 99.99% | 99.99% |
27/08/2020 | 1.00% | 100.10 | 101.10 | 500,000 | 500,000 | 148,586 | 148,586 | 148,578 | 150,064 | 99.70% | 99.70% |
26/08/2020 | 0.99% | 100.00 | 101.00 | 500,000 | 500,000 | 148,912 | 148,912 | 148,932 | 150,421 | 99.39% | 99.39% |
25/08/2020 | 0.99% | 100.00 | 101.00 | 500,000 | 500,000 | 148,309 | 148,309 | 148,620 | 150,103 | 99.99% | 99.99% |
24/08/2020 | 0.99% | 100.30 | 101.30 | 500,000 | 500,000 | 148,667 | 148,667 | 149,009 | 150,496 | 99.69% | 99.69% |
21/08/2020 | 1.00% | 99.90 | 100.90 | 500,000 | 500,000 | 148,322 | 148,322 | 148,045 | 149,528 | 100.00% | 100.00% |
20/08/2020 | 1.00% | 100.10 | 101.10 | 500,000 | 500,000 | 148,376 | 148,376 | 148,426 | 149,910 | 100.00% | 100.00% |
19/08/2020 | 0.99% | 100.00 | 101.00 | 500,000 | 500,000 | 148,282 | 148,282 | 148,371 | 149,854 | 99.99% | 99.99% |
18/08/2020 | 1.00% | 100.00 | 101.00 | 500,000 | 500,000 | 148,305 | 148,305 | 148,101 | 149,584 | 99.98% | 99.98% |