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 | 6.54% | 0.13 | 0.14 | 250,000 | 250,000 | 204,129 | 204,129 | 30,246 | 32,287 | 99.98% | 99.98% |
28/08/2020 | 6.74% | 0.14 | 0.15 | 250,000 | 250,000 | 228,738 | 228,738 | 32,743 | 35,030 | 99.97% | 99.97% |
27/08/2020 | 6.11% | 0.15 | 0.16 | 200,000 | 200,000 | 279,462 | 199,893 | 45,097 | 33,790 | 99.86% | 99.98% |
26/08/2020 | 5.49% | 0.17 | 0.18 | 600,000 | 200,000 | 600,000 | 200,000 | 106,555 | 37,519 | 100.00% | 100.00% |
25/08/2020 | 5.07% | 0.17 | 0.18 | 600,000 | 200,000 | 600,000 | 199,826 | 115,903 | 40,598 | 99.75% | 99.75% |
24/08/2020 | 5.02% | 0.22 | 0.23 | 600,000 | 200,000 | 600,000 | 200,000 | 116,753 | 40,918 | 99.99% | 99.99% |
21/08/2020 | 5.85% | 0.16 | 0.17 | 750,000 | 250,000 | 649,824 | 216,608 | 107,538 | 38,012 | 99.81% | 99.81% |
20/08/2020 | 5.69% | 0.17 | 0.18 | 750,000 | 250,000 | 656,513 | 218,838 | 111,929 | 39,498 | 99.98% | 99.98% |
19/08/2020 | 5.02% | 0.19 | 0.20 | 600,000 | 200,000 | 600,000 | 200,000 | 116,694 | 40,898 | 100.00% | 100.00% |