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 | - | - |
03/08/2020 | 0.52% | 86.20 | 86.65 | 500,000 | 500,000 | 500,000 | 500,000 | 427,856 | 430,088 | 99.99% | 99.99% |
31/07/2020 | 0.52% | 83.70 | 84.10 | 500,000 | 500,000 | 500,000 | 500,000 | 424,973 | 427,177 | 99.89% | 99.89% |
30/07/2020 | 0.52% | 84.95 | 85.40 | 500,000 | 500,000 | 500,000 | 500,000 | 426,953 | 429,176 | 99.97% | 99.97% |
29/07/2020 | 0.52% | 85.95 | 86.40 | 500,000 | 500,000 | 500,000 | 500,000 | 429,615 | 431,865 | 100.00% | 100.00% |
28/07/2020 | 0.52% | 86.25 | 86.70 | 500,000 | 500,000 | 500,000 | 500,000 | 434,709 | 436,959 | 99.97% | 99.97% |
27/07/2020 | 0.51% | 87.40 | 87.85 | 500,000 | 500,000 | 500,000 | 500,000 | 436,480 | 438,730 | 99.96% | 99.96% |
24/07/2020 | 0.51% | 87.65 | 88.10 | 500,000 | 500,000 | 500,000 | 500,000 | 437,592 | 439,842 | 99.97% | 99.97% |
23/07/2020 | 0.50% | 88.90 | 89.35 | 500,000 | 500,000 | 500,000 | 500,000 | 445,298 | 447,548 | 99.97% | 99.97% |
22/07/2020 | 0.51% | 88.60 | 89.05 | 500,000 | 500,000 | 500,000 | 500,000 | 437,985 | 440,235 | 99.99% | 99.99% |