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 | 0.76% | 1.30 | 1.31 | 1,000,000 | 1,000,000 | 324,164 | 324,164 | 423,634 | 426,876 | 93.36% | 93.36% |
28/08/2020 | 0.75% | 1.32 | 1.33 | 1,000,000 | 1,000,000 | 314,982 | 314,982 | 421,343 | 424,492 | 95.59% | 95.59% |
27/08/2020 | 0.72% | 1.38 | 1.39 | 1,000,000 | 1,000,000 | 317,059 | 317,059 | 436,529 | 439,699 | 96.30% | 96.30% |
26/08/2020 | 0.83% | 1.32 | 1.33 | 1,000,000 | 1,000,000 | 314,096 | 314,096 | 390,058 | 393,199 | 98.92% | 98.92% |
25/08/2020 | 0.86% | 1.17 | 1.18 | 1,000,000 | 1,000,000 | 318,327 | 318,327 | 369,232 | 372,415 | 96.85% | 96.85% |
24/08/2020 | 0.84% | 1.15 | 1.16 | 1,000,000 | 1,000,000 | 314,999 | 314,999 | 371,621 | 374,771 | 98.59% | 98.59% |
21/08/2020 | 0.83% | 1.18 | 1.19 | 1,000,000 | 1,000,000 | 314,202 | 314,202 | 374,390 | 377,532 | 99.06% | 99.06% |
20/08/2020 | 0.86% | 1.19 | 1.20 | 1,000,000 | 1,000,000 | 314,945 | 314,945 | 368,956 | 372,105 | 98.93% | 98.93% |
19/08/2020 | 0.85% | 1.16 | 1.17 | 1,000,000 | 1,000,000 | 314,175 | 314,175 | 364,867 | 368,009 | 99.14% | 99.14% |