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 | 58.29% | 0.06 | 0.09 | 250,000 | 250,000 | 92,276 | 92,276 | 4,703 | 7,936 | 93.54% | 93.54% |
28/08/2020 | 13.43% | 0.08 | 0.09 | 250,000 | 250,000 | 91,065 | 91,065 | 6,830 | 7,744 | 97.88% | 97.88% |
27/08/2020 | 12.23% | 0.08 | 0.09 | 250,000 | 250,000 | 92,359 | 92,359 | 6,961 | 7,884 | 98.36% | 98.36% |
26/08/2020 | 12.17% | 0.07 | 0.08 | 250,000 | 250,000 | 92,139 | 92,139 | 6,940 | 7,862 | 98.74% | 98.74% |
25/08/2020 | 11.39% | 0.09 | 0.10 | 250,000 | 250,000 | 90,522 | 90,522 | 8,101 | 9,006 | 96.52% | 96.52% |
24/08/2020 | 9.75% | 0.11 | 0.12 | 250,000 | 250,000 | 89,358 | 89,358 | 8,972 | 9,865 | 96.59% | 96.59% |
21/08/2020 | 6.73% | 0.14 | 0.14 | 250,000 | 250,000 | 91,951 | 91,951 | 13,017 | 13,937 | 98.59% | 98.59% |
20/08/2020 | 5.94% | 0.17 | 0.18 | 250,000 | 250,000 | 90,253 | 90,253 | 14,803 | 15,706 | 97.54% | 97.54% |
19/08/2020 | 7.34% | 0.13 | 0.14 | 250,000 | 250,000 | 91,852 | 91,852 | 12,053 | 12,972 | 98.19% | 98.19% |