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 | - | - |
28/08/2020 | 1.03% | 96.29 | 97.29 | 100,000 | 100,000 | 100,000 | 100,000 | 96,437 | 97,437 | 83.63% | 83.63% |
27/08/2020 | 1.03% | 97.26 | 98.26 | 100,000 | 100,000 | 100,000 | 100,000 | 96,935 | 97,935 | 71.86% | 71.86% |
26/08/2020 | 1.03% | 97.11 | 98.11 | 100,000 | 100,000 | 100,000 | 100,000 | 96,924 | 97,924 | 95.88% | 95.88% |
25/08/2020 | 1.02% | 97.18 | 98.18 | 100,000 | 100,000 | 100,000 | 100,000 | 97,395 | 98,395 | 55.71% | 55.71% |
24/08/2020 | 1.03% | 96.56 | 97.56 | 100,000 | 100,000 | 100,000 | 99,997 | 96,491 | 97,488 | 90.72% | 90.72% |
21/08/2020 | 1.05% | 94.37 | 95.37 | 100,000 | 100,000 | 100,000 | 100,000 | 94,390 | 95,390 | 64.08% | 64.08% |
20/08/2020 | 1.05% | 94.86 | 95.86 | 100,000 | 100,000 | 100,000 | 100,000 | 94,991 | 95,991 | 92.29% | 92.29% |
19/08/2020 | 1.04% | 96.02 | 97.02 | 100,000 | 100,000 | 100,000 | 100,000 | 95,660 | 96,660 | 96.81% | 96.81% |
18/08/2020 | 1.04% | 95.18 | 96.18 | 100,000 | 100,000 | 100,000 | 100,000 | 95,983 | 96,983 | 93.23% | 93.23% |