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 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 100.00% | 100.00% |
28/08/2020 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 499,999 | 50,000 | 5,000 | 1,000 | 39.17% | 100.00% |
27/08/2020 | 66.67% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 78.97% | 99.95% |
26/08/2020 | 65.32% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 5,252 | 1,025 | 55.18% | 96.01% |
25/08/2020 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/08/2020 | 66.67% | 0.01 | 0.01 | 500,000 | 50,000 | 499,999 | 50,000 | 5,000 | 1,000 | 58.41% | 100.00% |
21/08/2020 | 59.68% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 6,311 | 1,131 | 47.20% | 100.00% |
20/08/2020 | 38.92% | 0.02 | 0.03 | 500,000 | 50,000 | 500,000 | 50,000 | 10,478 | 1,548 | 99.01% | 99.01% |
19/08/2020 | 21.36% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 21,287 | 2,629 | 100.00% | 100.00% |