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 | - | - |
14/07/2020 | 1.19% | 0.75 | 0.76 | 750,000 | 750,000 | 749,998 | 749,996 | 626,271 | 633,770 | 96.93% | 96.93% |
13/07/2020 | 1.88% | 0.51 | 0.52 | 750,000 | 750,000 | 749,992 | 749,998 | 397,538 | 405,042 | 98.95% | 98.95% |
10/07/2020 | 1.01% | 0.82 | 0.83 | 750,000 | 750,000 | 749,960 | 749,925 | 744,364 | 751,829 | 99.45% | 99.45% |
09/07/2020 | 1.27% | 1.05 | 1.06 | 750,000 | 750,000 | 749,970 | 749,963 | 590,181 | 597,676 | 99.00% | 99.00% |
08/07/2020 | 1.03% | 1.03 | 1.04 | 750,000 | 750,000 | 749,993 | 749,956 | 726,331 | 733,795 | 98.74% | 98.74% |
07/07/2020 | 1.08% | 0.87 | 0.88 | 750,000 | 750,000 | 749,972 | 749,986 | 694,844 | 702,357 | 99.62% | 99.62% |
06/07/2020 | 1.68% | 0.60 | 0.61 | 750,000 | 750,000 | 749,985 | 749,968 | 448,347 | 455,838 | 98.08% | 98.08% |
03/07/2020 | 1.04% | 1.11 | 1.12 | 750,000 | 750,000 | 750,000 | 749,998 | 724,722 | 732,220 | 99.71% | 99.71% |
02/07/2020 | 0.94% | 1.00 | 1.01 | 750,000 | 750,000 | 749,966 | 749,977 | 806,949 | 814,460 | 94.17% | 94.17% |