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 | - | - |
30/09/2020 | 0.76% | 81.90 | 82.50 | 200,000 | 200,000 | 200,000 | 200,000 | 162,205 | 163,439 | 33.91% | 33.91% |
29/09/2020 | 0.75% | 81.30 | 81.90 | 200,000 | 200,000 | 200,000 | 200,000 | 162,568 | 163,793 | 15.19% | 15.19% |
28/09/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/09/2020 | 0.75% | 79.25 | 79.85 | 200,000 | 200,000 | 200,000 | 200,000 | 158,501 | 159,699 | 26.29% | 26.29% |
24/09/2020 | 0.76% | 79.50 | 80.10 | 200,000 | 200,000 | 200,000 | 200,000 | 159,252 | 160,461 | 71.27% | 71.27% |
23/09/2020 | 0.75% | 80.70 | 81.30 | 200,000 | 200,000 | 200,000 | 200,000 | 162,572 | 163,797 | 86.57% | 86.57% |
22/09/2020 | 0.75% | 80.30 | 80.90 | 200,000 | 200,000 | 200,000 | 200,000 | 160,025 | 161,227 | 84.24% | 84.24% |
21/09/2020 | 0.75% | 80.50 | 81.10 | 200,000 | 200,000 | 200,000 | 200,000 | 162,488 | 163,713 | 68.69% | 68.69% |
31/08/2020 | 0.75% | 73.45 | 74.00 | 200,000 | 200,000 | 200,000 | 200,000 | 149,080 | 150,207 | 96.32% | 96.32% |