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 | - | - |
31/08/2020 | 3.03% | 0.31 | 0.32 | 300,000 | 100,000 | 300,000 | 100,000 | 97,826 | 33,609 | 100.00% | 100.00% |
28/08/2020 | 3.32% | 0.31 | 0.32 | 300,000 | 100,000 | 299,984 | 100,000 | 89,267 | 30,757 | 99.99% | 99.99% |
27/08/2020 | 3.82% | 0.22 | 0.23 | 300,000 | 100,000 | 246,195 | 99,984 | 62,845 | 26,947 | 99.48% | 99.92% |
26/08/2020 | 4.50% | 0.21 | 0.22 | 100,000 | 100,000 | 99,973 | 100,000 | 21,741 | 22,747 | 100.00% | 100.00% |
25/08/2020 | 4.59% | 0.20 | 0.21 | 100,000 | 100,000 | 100,441 | 100,217 | 21,471 | 22,427 | 99.86% | 99.98% |
24/08/2020 | 4.69% | 0.20 | 0.21 | 100,000 | 100,000 | 104,220 | 104,220 | 21,674 | 22,716 | 100.00% | 100.00% |
21/08/2020 | 4.30% | 0.22 | 0.23 | 100,000 | 100,000 | 101,278 | 101,278 | 23,094 | 24,107 | 99.47% | 99.47% |
20/08/2020 | 5.90% | 0.15 | 0.16 | 150,000 | 150,000 | 150,000 | 150,000 | 24,793 | 26,293 | 100.00% | 100.00% |
19/08/2020 | 5.31% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 27,541 | 29,041 | 100.00% | 100.00% |