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 | 1.05% | 1.84 | 1.86 | 70,000 | 70,000 | 70,000 | 70,000 | 132,603 | 134,003 | 95.93% | 95.93% |
28/08/2020 | 1.11% | 1.79 | 1.81 | 70,000 | 70,000 | 70,000 | 70,000 | 125,962 | 127,362 | 99.97% | 99.97% |
27/08/2020 | 1.03% | 1.89 | 1.91 | 70,000 | 70,000 | 70,000 | 70,000 | 134,779 | 136,179 | 99.04% | 99.04% |
26/08/2020 | 1.06% | 1.91 | 1.93 | 70,000 | 70,000 | 70,000 | 70,000 | 131,724 | 133,124 | 99.98% | 99.98% |
25/08/2020 | 1.06% | 1.87 | 1.89 | 70,000 | 70,000 | 70,000 | 70,000 | 131,663 | 133,063 | 99.89% | 99.89% |
24/08/2020 | 1.06% | 1.86 | 1.88 | 70,000 | 70,000 | 70,000 | 70,000 | 131,334 | 132,734 | 99.98% | 99.98% |
21/08/2020 | 1.13% | 1.71 | 1.73 | 70,000 | 70,000 | 70,000 | 70,000 | 123,359 | 124,759 | 99.90% | 99.90% |
20/08/2020 | 1.15% | 1.72 | 1.74 | 70,000 | 70,000 | 70,000 | 70,000 | 120,912 | 122,312 | 99.98% | 99.98% |
19/08/2020 | 1.09% | 1.81 | 1.83 | 70,000 | 70,000 | 70,000 | 70,000 | 127,585 | 128,985 | 98.82% | 98.82% |