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 | 0.41% | 2.30 | 2.31 | 580,000 | 580,000 | 580,000 | 580,000 | 1,405,120 | 1,410,920 | 95.51% | 95.51% |
28/08/2020 | 0.42% | 2.38 | 2.39 | 570,000 | 570,000 | 570,000 | 570,000 | 1,364,950 | 1,370,650 | 99.28% | 99.28% |
27/08/2020 | 0.39% | 2.52 | 2.53 | 550,000 | 550,000 | 550,000 | 550,000 | 1,419,770 | 1,425,270 | 97.44% | 97.44% |
26/08/2020 | 0.40% | 2.58 | 2.59 | 570,000 | 570,000 | 570,000 | 570,000 | 1,436,510 | 1,442,210 | 99.80% | 99.80% |
25/08/2020 | 0.39% | 2.49 | 2.50 | 570,000 | 570,000 | 570,000 | 570,000 | 1,466,690 | 1,472,390 | 99.43% | 99.43% |
24/08/2020 | 0.42% | 2.39 | 2.40 | 630,000 | 630,000 | 630,000 | 630,000 | 1,501,940 | 1,508,240 | 95.43% | 95.43% |
21/08/2020 | 0.52% | 1.85 | 1.86 | 620,000 | 620,000 | 620,000 | 620,000 | 1,203,480 | 1,209,680 | 97.34% | 97.34% |
20/08/2020 | 0.49% | 1.98 | 1.99 | 590,000 | 590,000 | 590,000 | 590,000 | 1,189,690 | 1,195,590 | 99.47% | 99.47% |
19/08/2020 | 0.46% | 2.26 | 2.27 | 620,000 | 620,000 | 620,000 | 620,000 | 1,356,550 | 1,362,750 | 99.29% | 99.29% |