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 | 1.21% | 0.89 | 0.90 | 500,000 | 500,000 | 500,000 | 500,000 | 411,167 | 416,167 | 99.59% | 99.59% |
28/08/2020 | 1.17% | 0.86 | 0.87 | 500,000 | 500,000 | 500,019 | 499,997 | 424,474 | 429,454 | 99.28% | 99.28% |
27/08/2020 | 1.35% | 0.77 | 0.78 | 500,000 | 500,000 | 500,010 | 500,000 | 368,580 | 373,573 | 96.86% | 96.86% |
26/08/2020 | 1.29% | 0.73 | 0.74 | 500,000 | 500,000 | 500,000 | 500,000 | 385,838 | 390,838 | 99.88% | 99.88% |
25/08/2020 | 1.34% | 0.79 | 0.80 | 500,000 | 500,000 | 500,000 | 500,000 | 372,575 | 377,575 | 99.04% | 99.04% |
24/08/2020 | 1.16% | 0.85 | 0.86 | 500,000 | 500,000 | 500,000 | 500,000 | 428,013 | 433,013 | 98.81% | 98.81% |
21/08/2020 | 0.89% | 1.17 | 1.18 | 500,000 | 500,000 | 500,000 | 500,000 | 562,050 | 567,050 | 96.03% | 96.03% |
20/08/2020 | 0.91% | 1.12 | 1.13 | 500,000 | 500,000 | 500,000 | 500,000 | 548,695 | 553,695 | 99.58% | 99.58% |
19/08/2020 | 1.00% | 0.96 | 0.97 | 500,000 | 500,000 | 500,000 | 500,000 | 495,898 | 500,898 | 99.84% | 99.84% |