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 | - | - |
19/08/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 135,520 | 27,104 | 135,249 | 27,158 | 99.57% | 99.57% |
18/08/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 146,962 | 29,392 | 146,668 | 29,451 | 99.58% | 99.58% |
17/08/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 146,958 | 29,392 | 146,664 | 29,450 | 99.59% | 99.59% |
14/08/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,026 | 29,605 | 147,878 | 29,694 | 98.50% | 98.50% |
13/08/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,030 | 29,406 | 146,883 | 29,494 | 99.47% | 99.47% |
12/08/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 149,232 | 29,846 | 149,083 | 29,936 | 97.30% | 97.30% |
11/08/2020 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 149,570 | 29,914 | 149,420 | 30,004 | 96.96% | 96.96% |
10/08/2020 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 146,955 | 29,391 | 146,955 | 29,509 | 99.58% | 99.58% |
07/08/2020 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 143,513 | 28,703 | 143,513 | 28,817 | 99.43% | 99.43% |