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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/08/2020 | 0.50% | 448.50 | 450.75 | 500 | 500 | 500 | 500 | 224,250 | 225,375 | 85.22% | 85.22% |
28/08/2020 | 0.50% | 448.50 | 450.75 | 500 | 500 | 500 | 500 | 224,208 | 225,331 | 86.97% | 86.97% |
27/08/2020 | 0.50% | 448.50 | 450.75 | 500 | 500 | 500 | 500 | 224,247 | 225,372 | 93.88% | 93.88% |
26/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,157 | 225,282 | 94.06% | 94.06% |
25/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,125 | 225,250 | 98.23% | 98.23% |
24/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,129 | 225,254 | 98.91% | 98.91% |
21/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,125 | 225,250 | 96.57% | 96.57% |
20/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,118 | 225,242 | 64.37% | 64.37% |
19/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,128 | 225,253 | 42.32% | 42.32% |
18/08/2020 | 0.50% | 448.25 | 450.50 | 500 | 500 | 500 | 500 | 224,126 | 225,251 | 99.57% | 99.57% |