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 | 0.48% | 2.04 | 2.05 | 510,000 | 510,000 | 166,642 | 166,642 | 340,336 | 342,003 | 93.30% | 93.30% |
28/08/2020 | 0.48% | 2.07 | 2.08 | 510,000 | 510,000 | 162,059 | 162,059 | 340,900 | 342,521 | 95.47% | 95.47% |
27/08/2020 | 0.45% | 2.18 | 2.19 | 510,000 | 510,000 | 163,133 | 163,133 | 355,421 | 357,053 | 96.21% | 96.21% |
26/08/2020 | 0.55% | 2.06 | 2.07 | 510,000 | 510,000 | 161,852 | 161,852 | 308,618 | 310,237 | 98.92% | 98.92% |
25/08/2020 | 0.57% | 1.77 | 1.78 | 510,000 | 510,000 | 163,951 | 163,951 | 286,037 | 287,676 | 96.84% | 96.84% |
24/08/2020 | 0.55% | 1.73 | 1.74 | 510,000 | 510,000 | 162,304 | 162,304 | 289,737 | 291,360 | 98.58% | 98.58% |
21/08/2020 | 0.55% | 1.79 | 1.80 | 510,000 | 510,000 | 161,951 | 161,951 | 292,632 | 294,252 | 98.99% | 98.99% |
20/08/2020 | 0.58% | 1.80 | 1.81 | 510,000 | 510,000 | 162,301 | 162,301 | 286,818 | 288,441 | 98.91% | 98.91% |
19/08/2020 | 0.57% | 1.75 | 1.76 | 510,000 | 510,000 | 161,800 | 161,800 | 283,211 | 284,829 | 99.10% | 99.10% |