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 | 2.42% | 0.36 | 0.37 | 750,000 | 250,000 | 750,000 | 250,000 | 307,440 | 104,980 | 99.98% | 99.98% |
28/08/2020 | 2.70% | 0.36 | 0.37 | 750,000 | 250,000 | 750,000 | 250,000 | 274,337 | 93,946 | 99.94% | 99.94% |
27/08/2020 | 2.58% | 0.40 | 0.41 | 750,000 | 250,000 | 750,000 | 250,000 | 287,688 | 98,396 | 99.98% | 99.98% |
26/08/2020 | 2.50% | 0.41 | 0.42 | 750,000 | 250,000 | 750,000 | 250,000 | 296,469 | 101,323 | 100.00% | 100.00% |
25/08/2020 | 2.31% | 0.41 | 0.42 | 750,000 | 250,000 | 750,000 | 250,000 | 321,762 | 109,754 | 99.95% | 99.95% |
24/08/2020 | 2.43% | 0.42 | 0.43 | 750,000 | 250,000 | 750,000 | 250,000 | 305,667 | 104,389 | 99.99% | 99.99% |
21/08/2020 | 2.49% | 0.39 | 0.40 | 750,000 | 250,000 | 750,000 | 250,000 | 297,436 | 101,645 | 99.96% | 99.96% |
20/08/2020 | 2.22% | 0.41 | 0.42 | 750,000 | 250,000 | 750,000 | 250,000 | 335,111 | 114,204 | 99.99% | 99.99% |
19/08/2020 | 2.06% | 0.49 | 0.50 | 750,000 | 250,000 | 750,000 | 250,000 | 361,323 | 122,941 | 99.99% | 99.99% |