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 | 13.60% | 0.06 | 0.07 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,863 | 39,431 | 99.42% | 99.42% |
28/08/2020 | 12.14% | 0.07 | 0.08 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,863 | 43,932 | 99.37% | 99.37% |
27/08/2020 | 9.38% | 0.10 | 0.11 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,055 | 56,027 | 98.76% | 98.76% |
26/08/2020 | 35.77% | 0.06 | 0.07 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,866 | 17,933 | 99.43% | 99.43% |
25/08/2020 | 40.00% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 | 15,000 | 99.44% | 99.44% |
24/08/2020 | 39.53% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,412 | 15,206 | 99.42% | 99.42% |
21/08/2020 | 32.53% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,535 | 18,268 | 99.44% | 99.44% |
20/08/2020 | 39.37% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,551 | 15,276 | 99.47% | 99.47% |
19/08/2020 | 34.52% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,795 | 17,398 | 99.42% | 99.42% |