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 | 3.09% | 0.34 | 0.35 | 480,000 | 480,000 | 480,000 | 480,000 | 154,288 | 159,088 | 87.01% | 87.01% |
28/08/2020 | 2.82% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 175,590 | 180,590 | 98.51% | 98.51% |
27/08/2020 | 3.79% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 129,740 | 134,740 | 96.98% | 96.98% |
26/08/2020 | 3.66% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 134,451 | 139,451 | 99.33% | 99.33% |
25/08/2020 | 3.92% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 125,809 | 130,809 | 98.43% | 98.43% |
24/08/2020 | 3.72% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 132,176 | 137,176 | 97.70% | 97.70% |
21/08/2020 | 2.78% | 0.37 | 0.38 | 500,000 | 500,000 | 499,999 | 500,000 | 178,701 | 183,702 | 91.69% | 91.69% |
20/08/2020 | 2.72% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 181,421 | 186,421 | 99.77% | 99.77% |
19/08/2020 | 2.82% | 0.30 | 0.31 | 470,000 | 470,000 | 470,000 | 470,000 | 165,692 | 170,392 | 99.54% | 99.54% |