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 | 3.40% | 0.59 | 0.61 | 140,000 | 140,000 | 140,000 | 140,000 | 80,971 | 83,771 | 95.63% | 95.63% |
28/08/2020 | 3.56% | 0.62 | 0.64 | 190,000 | 190,000 | 239,327 | 239,327 | 130,934 | 135,721 | 99.75% | 99.75% |
27/08/2020 | 4.14% | 0.37 | 0.39 | 330,000 | 330,000 | 329,999 | 329,999 | 157,542 | 164,142 | 98.40% | 98.40% |
26/08/2020 | 5.03% | 0.48 | 0.50 | 400,000 | 400,000 | 400,000 | 400,000 | 156,314 | 164,314 | 99.88% | 99.88% |
25/08/2020 | 4.41% | 0.41 | 0.43 | 370,000 | 370,000 | 370,000 | 370,000 | 164,601 | 172,001 | 99.32% | 99.32% |
24/08/2020 | 3.48% | 0.49 | 0.51 | 350,000 | 350,000 | 350,000 | 349,998 | 198,331 | 205,330 | 99.19% | 99.19% |
21/08/2020 | 3.73% | 0.56 | 0.58 | 350,000 | 350,000 | 350,000 | 350,000 | 184,640 | 191,640 | 99.79% | 99.79% |
20/08/2020 | 3.63% | 0.58 | 0.60 | 300,000 | 300,000 | 300,000 | 300,000 | 162,705 | 168,705 | 99.08% | 99.08% |
19/08/2020 | 2.37% | 0.65 | 0.67 | 260,000 | 260,000 | 260,000 | 260,000 | 217,079 | 222,279 | 99.68% | 99.68% |