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 | - | - |
27/07/2020 | - | 62.50 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
24/07/2020 | - | 60.80 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.57% |
23/07/2020 | - | 62.00 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
22/07/2020 | - | 62.40 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
21/07/2020 | - | 63.40 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.93% |
20/07/2020 | - | 63.60 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.29% |
16/07/2020 | - | 66.30 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.65% |
15/07/2020 | 2.34% | 74.25 | 73.20 | 500,000 | 100,000 | 500,000 | 100,000 | 359,146 | 73,529 | 0.24% | 99.80% |
14/07/2020 | 1.76% | 67.30 | 68.50 | 500,000 | 100,000 | 500,000 | 100,000 | 337,678 | 68,737 | 99.06% | 99.06% |