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 | 1.84% | 1.52 | 1.55 | 10,000 | 10,000 | 10,000 | 9,997 | 16,183 | 16,478 | 99.95% | 99.95% |
24/07/2020 | 1.29% | 2.29 | 2.32 | 10,000 | 10,000 | 10,000 | 10,000 | 23,064 | 23,364 | 99.39% | 99.39% |
23/07/2020 | 1.28% | 2.34 | 2.37 | 10,000 | 10,000 | 10,000 | 10,000 | 23,376 | 23,676 | 99.99% | 99.99% |
22/07/2020 | 1.19% | 2.50 | 2.53 | 10,000 | 10,000 | 10,000 | 10,000 | 25,107 | 25,407 | 99.90% | 99.90% |
21/07/2020 | 1.19% | 2.50 | 2.53 | 10,000 | 10,000 | 10,000 | 10,000 | 25,111 | 25,411 | 99.96% | 99.96% |
20/07/2020 | 1.11% | 2.68 | 2.71 | 10,000 | 10,000 | 10,000 | 10,000 | 26,827 | 27,127 | 99.99% | 99.99% |
16/07/2020 | 1.07% | 2.77 | 2.80 | 10,000 | 10,000 | 10,000 | 10,000 | 27,833 | 28,133 | 99.88% | 99.88% |
15/07/2020 | 1.13% | 2.66 | 2.69 | 10,000 | 10,000 | 10,000 | 10,000 | 26,435 | 26,735 | 99.94% | 99.94% |
14/07/2020 | 1.12% | 2.65 | 2.68 | 10,000 | 10,000 | 10,000 | 10,000 | 26,672 | 26,972 | 99.90% | 99.90% |