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 | 0.64% | 1.57 | 1.58 | 300,000 | 100,000 | 300,000 | 100,000 | 469,841 | 157,614 | 99.99% | 99.99% |
28/08/2020 | 0.66% | 1.51 | 1.52 | 300,000 | 100,000 | 300,000 | 100,000 | 450,478 | 151,159 | 99.99% | 99.99% |
27/08/2020 | 0.57% | 1.57 | 1.58 | 300,000 | 100,000 | 244,267 | 81,422 | 424,686 | 142,376 | 99.94% | 99.94% |
26/08/2020 | 0.51% | 1.95 | 1.96 | 225,000 | 75,000 | 225,000 | 75,000 | 435,934 | 146,061 | 100.00% | 100.00% |
25/08/2020 | 0.53% | 1.91 | 1.92 | 225,000 | 75,000 | 225,000 | 75,000 | 420,514 | 140,921 | 99.97% | 99.97% |
24/08/2020 | 0.50% | 1.90 | 1.91 | 225,000 | 75,000 | 225,000 | 75,000 | 447,472 | 149,907 | 99.99% | 99.99% |
21/08/2020 | 0.56% | 1.82 | 1.83 | 225,000 | 75,000 | 225,000 | 75,000 | 401,473 | 134,574 | 99.96% | 99.96% |
20/08/2020 | 0.57% | 1.75 | 1.76 | 225,000 | 75,000 | 231,326 | 77,109 | 401,446 | 134,586 | 99.99% | 99.99% |
19/08/2020 | 0.58% | 1.71 | 1.72 | 300,000 | 100,000 | 226,824 | 75,608 | 389,694 | 130,654 | 99.99% | 99.99% |