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 | 175.00% | 0.00 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 250 | 3,750 | 99.76% | 99.76% |
28/08/2020 | 175.00% | 0.00 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 250 | 3,750 | 95.74% | 95.74% |
27/08/2020 | 62.38% | 0.00 | 0.02 | 250,000 | 250,000 | 250,000 | 249,887 | 2,942 | 4,710 | 100.00% | 100.00% |
26/08/2020 | 28.57% | 0.02 | 0.02 | 250,000 | 250,000 | 250,000 | 249,106 | 3,750 | 4,982 | 99.66% | 99.66% |
25/08/2020 | 28.30% | 0.02 | 0.02 | 250,000 | 240,000 | 250,000 | 249,827 | 3,803 | 5,049 | 100.00% | 100.00% |
24/08/2020 | 18.81% | 0.02 | 0.03 | 230,000 | 250,000 | 245,871 | 250,000 | 5,961 | 7,305 | 98.90% | 100.00% |
21/08/2020 | 21.04% | 0.02 | 0.03 | 245,000 | 250,000 | 249,800 | 250,000 | 5,361 | 6,615 | 99.86% | 100.00% |
20/08/2020 | 18.82% | 0.03 | 0.03 | 250,000 | 250,000 | 249,996 | 249,906 | 6,052 | 7,299 | 96.38% | 96.38% |
19/08/2020 | 71.55% | 0.02 | 0.03 | 250,000 | 250,000 | 249,674 | 249,989 | 2,927 | 4,859 | 99.74% | 99.98% |