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 | 1.67% | 0.57 | 0.58 | 450,000 | 150,000 | 450,000 | 150,000 | 267,839 | 90,780 | 100.00% | 100.00% |
28/08/2020 | 1.60% | 0.62 | 0.63 | 450,000 | 150,000 | 450,000 | 150,000 | 279,602 | 94,701 | 99.97% | 99.97% |
27/08/2020 | 1.75% | 0.59 | 0.60 | 450,000 | 150,000 | 450,000 | 150,000 | 255,186 | 86,562 | 99.99% | 99.99% |
26/08/2020 | 1.77% | 0.55 | 0.56 | 450,000 | 150,000 | 450,000 | 150,000 | 251,487 | 85,329 | 100.00% | 100.00% |
25/08/2020 | 1.73% | 0.56 | 0.57 | 450,000 | 150,000 | 450,000 | 150,000 | 257,937 | 87,479 | 99.97% | 99.97% |
24/08/2020 | 1.96% | 0.56 | 0.57 | 450,000 | 150,000 | 450,000 | 150,000 | 227,367 | 77,289 | 100.00% | 100.00% |
21/08/2020 | 1.81% | 0.54 | 0.55 | 450,000 | 150,000 | 450,000 | 150,000 | 245,877 | 83,459 | 99.99% | 99.99% |
20/08/2020 | 1.79% | 0.56 | 0.57 | 450,000 | 150,000 | 450,000 | 150,000 | 249,182 | 84,561 | 99.99% | 99.99% |
19/08/2020 | 1.84% | 0.54 | 0.55 | 450,000 | 150,000 | 450,000 | 150,000 | 241,912 | 82,137 | 100.00% | 100.00% |