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 | 0.94% | 1.05 | 1.06 | 130,000 | 130,000 | 130,000 | 130,000 | 138,387 | 139,687 | 94.20% | 94.20% |
28/08/2020 | 0.93% | 1.07 | 1.08 | 130,000 | 130,000 | 130,000 | 130,000 | 138,855 | 140,155 | 99.88% | 99.88% |
27/08/2020 | 0.89% | 1.10 | 1.11 | 130,000 | 130,000 | 130,000 | 130,000 | 145,828 | 147,128 | 99.07% | 99.07% |
26/08/2020 | 0.88% | 1.14 | 1.15 | 130,000 | 130,000 | 130,000 | 130,000 | 146,345 | 147,645 | 100.00% | 100.00% |
25/08/2020 | 0.87% | 1.13 | 1.14 | 130,000 | 130,000 | 130,000 | 130,000 | 149,164 | 150,464 | 99.69% | 99.69% |
24/08/2020 | 0.85% | 1.15 | 1.16 | 130,000 | 130,000 | 130,000 | 130,000 | 151,846 | 153,146 | 99.59% | 99.59% |
21/08/2020 | 0.90% | 1.11 | 1.12 | 130,000 | 130,000 | 130,000 | 130,000 | 144,597 | 145,897 | 99.95% | 99.95% |
20/08/2020 | 0.87% | 1.13 | 1.14 | 130,000 | 130,000 | 130,000 | 130,000 | 148,091 | 149,391 | 99.99% | 99.99% |
19/08/2020 | 0.83% | 1.21 | 1.22 | 130,000 | 130,000 | 130,000 | 130,000 | 156,232 | 157,532 | 99.99% | 99.99% |