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 | 1.01% | 71.15 | 71.87 | 250,000 | 250,000 | 250,000 | 250,000 | 180,506 | 182,332 | 100.00% | 100.00% |
28/08/2020 | 1.01% | 70.91 | 71.63 | 250,000 | 250,000 | 250,000 | 250,000 | 178,077 | 179,878 | 100.00% | 100.00% |
27/08/2020 | 1.01% | 71.98 | 72.71 | 250,000 | 250,000 | 250,000 | 250,000 | 178,991 | 180,799 | 100.00% | 100.00% |
26/08/2020 | 1.03% | 72.04 | 72.77 | 250,000 | 250,000 | 250,000 | 250,000 | 179,556 | 181,408 | 100.00% | 100.00% |
25/08/2020 | 2.01% | 71.73 | 73.18 | 250,000 | 250,000 | 250,000 | 250,000 | 180,362 | 184,017 | 100.00% | 100.00% |
24/08/2020 | 2.01% | 71.90 | 73.36 | 250,000 | 250,000 | 250,000 | 250,000 | 179,071 | 182,700 | 100.00% | 100.00% |
21/08/2020 | 2.01% | 71.11 | 72.55 | 250,000 | 250,000 | 250,000 | 250,000 | 178,299 | 181,914 | 100.00% | 100.00% |
20/08/2020 | 2.01% | 71.52 | 72.97 | 250,000 | 250,000 | 250,000 | 250,000 | 180,777 | 184,441 | 100.00% | 100.00% |
19/08/2020 | 2.01% | 73.23 | 74.71 | 250,000 | 250,000 | 250,000 | 250,000 | 182,238 | 185,933 | 100.00% | 100.00% |