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 | 39.80% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,663 | 15,332 | 99.85% | 99.85% |
28/08/2020 | 48.35% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,869 | 13,435 | 99.84% | 99.84% |
27/08/2020 | 63.31% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,258 | 10,629 | 99.73% | 99.73% |
26/08/2020 | 50.84% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,935 | 12,967 | 99.85% | 99.85% |
25/08/2020 | 41.29% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,518 | 14,759 | 96.19% | 96.19% |
24/08/2020 | 58.21% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,172 | 11,586 | 99.85% | 99.85% |
21/08/2020 | 40.00% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,003 | 15,002 | 99.86% | 99.86% |
20/08/2020 | 39.80% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,172 | 15,086 | 99.86% | 99.86% |
19/08/2020 | 30.94% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,932 | 18,966 | 99.87% | 99.87% |