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 | 1.24% | 0.78 | 0.79 | 600,000 | 200,000 | 600,000 | 200,000 | 479,755 | 161,918 | 98.96% | 98.96% |
28/08/2020 | 1.23% | 0.80 | 0.81 | 600,000 | 200,000 | 600,000 | 200,000 | 485,497 | 163,832 | 99.17% | 99.17% |
27/08/2020 | 1.15% | 0.85 | 0.86 | 600,000 | 200,000 | 600,000 | 200,000 | 519,038 | 175,013 | 97.63% | 97.63% |
26/08/2020 | 1.49% | 0.79 | 0.80 | 600,000 | 200,000 | 600,000 | 200,000 | 401,933 | 135,978 | 99.44% | 99.44% |
25/08/2020 | 1.56% | 0.65 | 0.66 | 600,000 | 200,000 | 600,000 | 200,000 | 381,890 | 129,297 | 99.32% | 99.32% |
24/08/2020 | 1.50% | 0.63 | 0.64 | 750,000 | 250,000 | 612,277 | 204,092 | 406,212 | 137,445 | 99.31% | 99.31% |
21/08/2020 | 1.47% | 0.66 | 0.67 | 600,000 | 200,000 | 600,000 | 200,000 | 403,998 | 136,666 | 99.32% | 99.32% |
20/08/2020 | 1.58% | 0.66 | 0.67 | 600,000 | 200,000 | 718,537 | 239,512 | 451,976 | 153,054 | 99.43% | 99.43% |
19/08/2020 | 1.53% | 0.64 | 0.65 | 750,000 | 250,000 | 620,142 | 206,714 | 400,880 | 135,694 | 99.34% | 99.34% |