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 | 2.65% | 0.36 | 0.37 | 600,000 | 200,000 | 600,000 | 200,000 | 223,576 | 76,525 | 99.99% | 99.99% |
28/08/2020 | 2.97% | 0.35 | 0.36 | 600,000 | 200,000 | 600,000 | 200,000 | 198,883 | 68,294 | 99.97% | 99.97% |
27/08/2020 | 2.11% | 0.44 | 0.45 | 600,000 | 200,000 | 514,515 | 171,505 | 240,166 | 81,770 | 99.91% | 99.91% |
26/08/2020 | 2.13% | 0.47 | 0.48 | 600,000 | 200,000 | 553,609 | 184,536 | 256,565 | 87,367 | 99.99% | 99.99% |
25/08/2020 | 1.55% | 0.65 | 0.66 | 450,000 | 150,000 | 450,000 | 150,000 | 288,924 | 97,808 | 99.94% | 99.94% |
24/08/2020 | 1.41% | 0.65 | 0.66 | 450,000 | 150,000 | 450,000 | 150,000 | 318,158 | 107,553 | 99.99% | 99.99% |
21/08/2020 | 1.79% | 0.56 | 0.57 | 450,000 | 150,000 | 450,000 | 150,000 | 249,559 | 84,686 | 99.96% | 99.96% |
20/08/2020 | 1.65% | 0.56 | 0.57 | 450,000 | 150,000 | 450,000 | 150,000 | 270,642 | 91,714 | 100.00% | 100.00% |
19/08/2020 | 1.45% | 0.66 | 0.67 | 450,000 | 150,000 | 450,000 | 150,000 | 308,045 | 104,182 | 99.99% | 99.99% |