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 | 0.22% | 4.91 | 4.92 | 100,000 | 75,000 | 100,000 | 73,938 | 446,252 | 330,574 | 97.48% | 97.48% |
28/08/2020 | 0.22% | 4.45 | 4.46 | 100,000 | 50,000 | 100,000 | 50,000 | 445,289 | 223,145 | 98.33% | 98.33% |
27/08/2020 | 0.24% | 4.36 | 4.37 | 100,000 | 75,000 | 100,000 | 75,000 | 414,370 | 311,528 | 96.35% | 96.35% |
26/08/2020 | 0.26% | 3.96 | 3.97 | 100,000 | 75,000 | 100,000 | 75,000 | 383,323 | 288,242 | 99.22% | 99.22% |
25/08/2020 | 0.28% | 3.63 | 3.64 | 100,000 | 75,000 | 100,000 | 75,000 | 362,560 | 272,670 | 99.00% | 99.00% |
24/08/2020 | 0.25% | 3.67 | 3.68 | 100,000 | 75,000 | 100,000 | 75,000 | 393,396 | 295,797 | 97.21% | 97.21% |
21/08/2020 | 0.26% | 3.86 | 3.87 | 100,000 | 100,000 | 100,000 | 100,000 | 378,438 | 379,438 | 98.73% | 98.73% |
20/08/2020 | 0.30% | 3.56 | 3.57 | 100,000 | 100,000 | 100,000 | 100,000 | 327,711 | 328,711 | 99.38% | 99.38% |
19/08/2020 | 0.30% | 3.28 | 3.29 | 100,000 | 100,000 | 100,000 | 100,000 | 330,033 | 331,033 | 99.23% | 99.23% |