| 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 | 14.92% | 0.06 | 0.07 | 750,000 | 100,000 | 750,000 | 100,000 | 46,703 | 7,227 | 99.69% | 99.69% |
| 28/08/2020 | 13.10% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 53,668 | 8,156 | 100.00% | 100.00% |
| 27/08/2020 | 11.94% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 59,183 | 8,891 | 100.00% | 100.00% |
| 26/08/2020 | 11.48% | 0.08 | 0.09 | 750,000 | 100,000 | 750,000 | 100,000 | 61,747 | 9,233 | 100.00% | 100.00% |
| 25/08/2020 | 13.15% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 53,404 | 8,121 | 100.00% | 100.00% |
| 24/08/2020 | 13.90% | 0.07 | 0.08 | 750,000 | 100,000 | 749,997 | 100,000 | 50,433 | 7,724 | 99.92% | 99.92% |
| 21/08/2020 | 12.84% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 55,305 | 8,374 | 100.00% | 100.00% |
| 20/08/2020 | 11.66% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 61,144 | 9,153 | 99.42% | 99.42% |
| 19/08/2020 | 15.32% | 0.07 | 0.08 | 750,000 | 100,000 | 750,000 | 100,000 | 45,808 | 7,108 | 100.00% | 100.00% |