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 | 117.84% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 2,081 | 8,000 | 94.74% | 94.74% |
28/08/2020 | 73.45% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 3,746 | 8,000 | 100.00% | 100.00% |
27/08/2020 | 63.15% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 4,423 | 8,424 | 99.63% | 99.63% |
26/08/2020 | 84.83% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 3,319 | 8,000 | 99.84% | 99.84% |
25/08/2020 | 66.67% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 4,000 | 8,000 | 99.91% | 99.91% |
24/08/2020 | 62.45% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 4,506 | 8,506 | 99.80% | 99.80% |
21/08/2020 | 57.35% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 5,118 | 9,118 | 99.96% | 99.96% |
20/08/2020 | 64.30% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 4,284 | 8,284 | 99.89% | 99.89% |
19/08/2020 | 66.67% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 4,079 | 8,115 | 99.98% | 99.98% |