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 | - | - |
30/07/2020 | 0.50% | 99.65 | 100.15 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,499 | 500,750 | 99.43% | 99.43% |
29/07/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,000 | 501,000 | 99.44% | 99.44% |
28/07/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,396 | 501,198 | 99.39% | 99.39% |
27/07/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,013 | 501,007 | 99.42% | 99.42% |
24/07/2020 | 0.50% | 99.65 | 100.15 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,367 | 500,683 | 99.24% | 99.24% |
23/07/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,980 | 500,990 | 99.42% | 99.42% |
22/07/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,473 | 501,237 | 99.39% | 99.39% |
21/07/2020 | 0.50% | 99.75 | 100.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,387 | 501,694 | 99.35% | 99.35% |
20/07/2020 | 0.50% | 99.75 | 100.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,099 | 500,550 | 99.37% | 99.37% |