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 | 0.89% | 1.10 | 1.11 | 600,000 | 200,000 | 600,000 | 200,000 | 668,100 | 224,700 | 99.19% | 99.19% |
28/08/2020 | 0.88% | 1.11 | 1.12 | 600,000 | 200,000 | 600,000 | 200,000 | 675,543 | 227,181 | 99.08% | 99.08% |
27/08/2020 | 0.84% | 1.17 | 1.18 | 600,000 | 200,000 | 600,000 | 200,000 | 709,636 | 238,545 | 98.40% | 98.40% |
26/08/2020 | 1.01% | 1.11 | 1.12 | 600,000 | 200,000 | 600,000 | 200,000 | 592,973 | 199,658 | 99.40% | 99.40% |
25/08/2020 | 1.04% | 0.96 | 0.97 | 600,000 | 200,000 | 600,000 | 200,000 | 573,351 | 193,117 | 99.35% | 99.35% |
24/08/2020 | 1.01% | 0.94 | 0.95 | 600,000 | 200,000 | 600,000 | 200,000 | 588,999 | 198,333 | 99.25% | 99.25% |
21/08/2020 | 1.00% | 0.97 | 0.98 | 600,000 | 200,000 | 600,000 | 200,000 | 595,214 | 200,405 | 99.27% | 99.27% |
20/08/2020 | 1.05% | 0.98 | 0.99 | 600,000 | 200,000 | 600,000 | 200,000 | 568,922 | 191,641 | 99.42% | 99.42% |
19/08/2020 | 1.03% | 0.96 | 0.97 | 600,000 | 200,000 | 600,000 | 200,000 | 577,841 | 194,614 | 99.38% | 99.38% |