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 | 2.44% | 1.06 | 1.09 | 10,000 | 10,000 | 10,000 | 9,999 | 12,194 | 12,494 | 99.93% | 99.93% |
24/07/2020 | 1.62% | 1.82 | 1.85 | 10,000 | 10,000 | 10,000 | 10,000 | 18,382 | 18,682 | 99.91% | 99.91% |
23/07/2020 | 1.59% | 1.87 | 1.90 | 10,000 | 10,000 | 10,000 | 10,000 | 18,677 | 18,977 | 99.98% | 99.98% |
22/07/2020 | 1.46% | 2.03 | 2.06 | 10,000 | 10,000 | 10,000 | 10,000 | 20,383 | 20,683 | 99.89% | 99.89% |
21/07/2020 | 1.46% | 2.03 | 2.06 | 10,000 | 10,000 | 10,000 | 10,000 | 20,354 | 20,654 | 99.98% | 99.98% |
20/07/2020 | 1.35% | 2.21 | 2.24 | 10,000 | 10,000 | 10,000 | 10,000 | 22,073 | 22,373 | 99.94% | 99.94% |
16/07/2020 | 1.29% | 2.29 | 2.32 | 10,000 | 10,000 | 10,000 | 10,000 | 23,041 | 23,341 | 99.88% | 99.88% |
15/07/2020 | 1.38% | 2.19 | 2.22 | 10,000 | 10,000 | 10,000 | 10,000 | 21,661 | 21,961 | 99.96% | 99.96% |
14/07/2020 | 1.36% | 2.17 | 2.20 | 10,000 | 10,000 | 10,000 | 10,000 | 21,905 | 22,205 | 99.70% | 99.70% |