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 | 2.00% | 0.48 | 0.49 | 600,000 | 250,000 | 600,000 | 250,000 | 297,277 | 126,365 | 100.00% | 100.00% |
28/08/2020 | 2.06% | 0.48 | 0.49 | 600,000 | 250,000 | 600,000 | 250,000 | 288,701 | 122,792 | 99.97% | 99.97% |
27/08/2020 | 1.80% | 0.53 | 0.54 | 600,000 | 250,000 | 600,000 | 250,000 | 330,104 | 140,043 | 99.92% | 99.92% |
26/08/2020 | 1.92% | 0.54 | 0.55 | 600,000 | 250,000 | 600,000 | 250,000 | 310,461 | 131,859 | 99.99% | 99.99% |
25/08/2020 | 1.95% | 0.49 | 0.50 | 600,000 | 250,000 | 600,000 | 250,000 | 305,096 | 129,623 | 99.75% | 99.75% |
24/08/2020 | 1.81% | 0.53 | 0.54 | 600,000 | 250,000 | 600,000 | 250,000 | 328,869 | 139,529 | 99.99% | 99.99% |
21/08/2020 | 2.11% | 0.48 | 0.49 | 600,000 | 250,000 | 600,000 | 250,000 | 281,084 | 119,618 | 99.83% | 99.83% |
20/08/2020 | 2.17% | 0.46 | 0.47 | 600,000 | 250,000 | 600,000 | 250,000 | 274,227 | 116,761 | 99.98% | 99.98% |
19/08/2020 | 2.02% | 0.52 | 0.53 | 600,000 | 250,000 | 600,000 | 250,000 | 294,903 | 125,376 | 99.99% | 99.99% |