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 | - | - |
04/08/2020 | 2.44% | 1.21 | 1.24 | 10,000 | 10,000 | 10,000 | 10,000 | 12,245 | 12,545 | 98.26% | 98.26% |
03/08/2020 | 2.46% | 1.05 | 1.08 | 10,000 | 10,000 | 10,000 | 9,998 | 12,088 | 12,386 | 98.08% | 98.08% |
31/07/2020 | 2.24% | 1.17 | 1.20 | 10,000 | 10,000 | 10,000 | 10,000 | 13,292 | 13,592 | 99.90% | 99.90% |
30/07/2020 | 2.01% | 1.46 | 1.49 | 10,000 | 10,000 | 10,000 | 10,000 | 14,762 | 15,062 | 99.78% | 99.78% |
29/07/2020 | 2.09% | 1.37 | 1.40 | 10,000 | 10,000 | 10,000 | 10,000 | 14,194 | 14,494 | 99.93% | 99.93% |
28/07/2020 | 1.96% | 1.40 | 1.43 | 10,000 | 10,000 | 10,000 | 10,000 | 15,183 | 15,483 | 96.09% | 96.09% |
27/07/2020 | 1.44% | 1.98 | 2.01 | 10,000 | 10,000 | 10,000 | 10,000 | 20,742 | 21,042 | 99.96% | 99.96% |
24/07/2020 | 1.08% | 2.75 | 2.78 | 10,000 | 10,000 | 10,000 | 10,000 | 27,648 | 27,948 | 99.89% | 99.89% |
23/07/2020 | 1.07% | 2.80 | 2.83 | 10,000 | 10,000 | 10,000 | 10,000 | 27,975 | 28,275 | 100.00% | 100.00% |