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 | 0.58% | 1.75 | 1.76 | 750,000 | 250,000 | 750,000 | 250,000 | 1,279,430 | 428,978 | 99.66% | 99.66% |
28/08/2020 | 0.61% | 1.63 | 1.64 | 750,000 | 250,000 | 750,000 | 250,000 | 1,231,080 | 412,858 | 99.95% | 99.95% |
27/08/2020 | 0.56% | 1.72 | 1.73 | 750,000 | 250,000 | 750,000 | 250,000 | 1,341,670 | 449,725 | 99.93% | 99.93% |
26/08/2020 | 0.87% | 1.77 | 1.79 | 750,000 | 250,000 | 750,000 | 250,000 | 1,293,570 | 434,942 | 99.97% | 99.97% |
25/08/2020 | 0.87% | 1.69 | 1.70 | 750,000 | 250,000 | 750,000 | 250,000 | 1,281,080 | 430,776 | 99.88% | 99.88% |
24/08/2020 | 0.82% | 1.74 | 1.75 | 750,000 | 250,000 | 750,000 | 250,000 | 1,361,280 | 457,511 | 99.84% | 99.84% |
21/08/2020 | 0.89% | 1.68 | 1.69 | 900,000 | 250,000 | 900,000 | 250,000 | 1,502,570 | 421,130 | 99.79% | 99.79% |
20/08/2020 | 0.88% | 1.67 | 1.69 | 900,000 | 250,000 | 900,000 | 250,000 | 1,529,140 | 428,510 | 99.32% | 99.32% |
19/08/2020 | 0.86% | 1.76 | 1.78 | 900,000 | 250,000 | 900,000 | 250,000 | 1,567,710 | 439,224 | 99.96% | 99.96% |