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 | 2.72% | 0.35 | 0.36 | 750,000 | 250,000 | 750,000 | 250,000 | 271,938 | 93,146 | 99.13% | 99.13% |
28/08/2020 | 2.64% | 0.36 | 0.37 | 750,000 | 250,000 | 750,000 | 250,000 | 280,398 | 95,966 | 99.18% | 99.18% |
27/08/2020 | 2.34% | 0.41 | 0.42 | 750,000 | 250,000 | 750,000 | 250,000 | 317,235 | 108,245 | 98.35% | 98.35% |
26/08/2020 | 4.19% | 0.35 | 0.36 | 750,000 | 250,000 | 750,000 | 250,000 | 179,224 | 62,241 | 99.43% | 99.43% |
25/08/2020 | 4.55% | 0.22 | 0.23 | 750,000 | 250,000 | 843,643 | 281,214 | 181,177 | 63,205 | 99.41% | 99.41% |
24/08/2020 | 4.16% | 0.21 | 0.22 | 900,000 | 300,000 | 766,070 | 255,357 | 180,283 | 62,648 | 99.39% | 99.39% |
21/08/2020 | 4.01% | 0.23 | 0.24 | 750,000 | 250,000 | 750,248 | 250,083 | 183,249 | 63,584 | 99.43% | 99.43% |
20/08/2020 | 4.75% | 0.24 | 0.25 | 750,000 | 250,000 | 875,110 | 291,703 | 179,861 | 62,871 | 99.37% | 99.37% |
19/08/2020 | 4.40% | 0.22 | 0.23 | 900,000 | 300,000 | 852,183 | 284,061 | 189,180 | 65,901 | 99.43% | 99.43% |