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% | 91.60 | 92.60 | 100,000 | 100,000 | 100,000 | 100,000 | 92,700 | 93,700 | 98.61% | 98.61% |
29/07/2020 | 1.05% | 94.60 | 95.60 | 100,000 | 100,000 | 100,000 | 100,000 | 94,738 | 95,738 | 99.99% | 99.99% |
28/07/2020 | 1.05% | 94.95 | 95.95 | 100,000 | 100,000 | 100,000 | 100,000 | 94,477 | 95,477 | 99.75% | 99.75% |
27/07/2020 | 1.05% | 95.10 | 96.10 | 100,000 | 100,000 | 100,000 | 100,000 | 94,940 | 95,940 | 99.91% | 99.91% |
24/07/2020 | 1.05% | 95.00 | 96.00 | 100,000 | 100,000 | 100,000 | 100,000 | 95,049 | 96,049 | 99.72% | 99.72% |
23/07/2020 | 1.03% | 96.60 | 97.60 | 100,000 | 100,000 | 100,000 | 100,000 | 96,819 | 97,819 | 99.83% | 99.83% |
22/07/2020 | 1.03% | 96.10 | 97.10 | 100,000 | 100,000 | 100,000 | 100,000 | 96,573 | 97,573 | 96.64% | 96.64% |
21/07/2020 | 1.02% | 97.25 | 98.25 | 100,000 | 100,000 | 100,000 | 100,000 | 97,705 | 98,705 | 97.15% | 97.15% |
20/07/2020 | 1.03% | 96.70 | 97.70 | 100,000 | 100,000 | 100,000 | 100,000 | 96,174 | 97,174 | 99.67% | 99.67% |