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 | 0.95% | 2.03 | 2.05 | 70,000 | 70,000 | 70,000 | 70,000 | 146,175 | 147,575 | 94.77% | 94.77% |
28/08/2020 | 1.00% | 1.99 | 2.01 | 70,000 | 70,000 | 70,000 | 70,000 | 139,512 | 140,912 | 99.94% | 99.94% |
27/08/2020 | 0.94% | 2.08 | 2.10 | 70,000 | 70,000 | 70,000 | 70,000 | 148,416 | 149,816 | 99.01% | 99.01% |
26/08/2020 | 0.96% | 2.10 | 2.12 | 70,000 | 70,000 | 70,000 | 70,000 | 145,368 | 146,768 | 99.99% | 99.99% |
25/08/2020 | 0.96% | 2.06 | 2.08 | 70,000 | 70,000 | 70,000 | 70,000 | 145,294 | 146,694 | 99.89% | 99.89% |
24/08/2020 | 0.96% | 2.05 | 2.07 | 70,000 | 70,000 | 70,000 | 70,000 | 144,938 | 146,338 | 99.98% | 99.98% |
21/08/2020 | 1.02% | 1.91 | 1.93 | 70,000 | 70,000 | 70,000 | 70,000 | 136,973 | 138,373 | 99.95% | 99.95% |
20/08/2020 | 1.04% | 1.92 | 1.94 | 70,000 | 70,000 | 70,000 | 70,000 | 134,445 | 135,845 | 99.98% | 99.98% |
19/08/2020 | 0.99% | 2.00 | 2.02 | 70,000 | 70,000 | 70,000 | 70,000 | 141,145 | 142,545 | 98.80% | 98.80% |