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 | - | - |
24/09/2020 | 0.52% | 76.95 | 77.35 | 500,000 | 500,000 | 499,977 | 500,000 | 381,565 | 383,583 | 99.98% | 99.98% |
23/09/2020 | 0.51% | 77.10 | 77.50 | 500,000 | 500,000 | 500,000 | 500,000 | 390,908 | 392,908 | 100.00% | 100.00% |
22/09/2020 | 0.51% | 78.60 | 79.00 | 500,000 | 500,000 | 500,000 | 500,000 | 391,528 | 393,528 | 100.00% | 100.00% |
21/09/2020 | 0.50% | 78.15 | 78.55 | 500,000 | 500,000 | 500,000 | 500,000 | 395,557 | 397,557 | 99.91% | 99.91% |
31/08/2020 | 0.49% | 90.75 | 91.20 | 500,000 | 500,000 | 500,000 | 500,000 | 455,175 | 457,425 | 99.99% | 99.99% |
28/08/2020 | 0.50% | 90.55 | 91.00 | 500,000 | 500,000 | 500,000 | 500,000 | 451,335 | 453,585 | 99.99% | 99.99% |
27/08/2020 | 0.50% | 90.75 | 91.20 | 500,000 | 500,000 | 500,000 | 500,000 | 452,376 | 454,626 | 99.89% | 99.89% |
26/08/2020 | 0.51% | 88.00 | 88.45 | 500,000 | 500,000 | 500,000 | 500,000 | 437,790 | 440,040 | 99.99% | 99.99% |
25/08/2020 | 0.52% | 85.50 | 85.95 | 500,000 | 500,000 | 500,000 | 500,000 | 429,249 | 431,499 | 99.98% | 99.98% |