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 | - | - |
30/07/2020 | 1.07% | 91.65 | 92.65 | 100,000 | 100,000 | 100,000 | 100,000 | 92,683 | 93,683 | 98.58% | 98.58% |
29/07/2020 | 1.05% | 94.65 | 95.65 | 100,000 | 100,000 | 100,000 | 100,000 | 94,746 | 95,746 | 99.98% | 99.98% |
28/07/2020 | 1.05% | 94.85 | 95.85 | 100,000 | 100,000 | 100,000 | 100,000 | 94,545 | 95,545 | 99.76% | 99.76% |
27/07/2020 | 1.05% | 94.95 | 95.95 | 100,000 | 100,000 | 100,000 | 100,000 | 94,829 | 95,829 | 99.93% | 99.93% |
24/07/2020 | 1.05% | 94.95 | 95.95 | 100,000 | 100,000 | 100,000 | 100,000 | 95,048 | 96,048 | 99.72% | 99.72% |
23/07/2020 | 1.03% | 96.60 | 97.60 | 100,000 | 100,000 | 100,000 | 100,000 | 96,848 | 97,848 | 99.88% | 99.88% |
22/07/2020 | 1.03% | 96.20 | 97.20 | 100,000 | 100,000 | 100,000 | 100,000 | 96,534 | 97,534 | 96.67% | 96.67% |
21/07/2020 | 1.02% | 97.15 | 98.15 | 100,000 | 100,000 | 100,000 | 100,000 | 97,685 | 98,685 | 97.16% | 97.16% |
20/07/2020 | 1.03% | 96.60 | 97.60 | 100,000 | 100,000 | 100,000 | 100,000 | 96,199 | 97,199 | 99.71% | 99.71% |