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 | 3.64% | 0.28 | 0.29 | 190,000 | 190,000 | 190,000 | 190,000 | 51,360 | 53,260 | 96.01% | 96.01% |
28/08/2020 | 3.34% | 0.29 | 0.30 | 180,000 | 180,000 | 180,000 | 180,000 | 53,019 | 54,819 | 99.99% | 99.99% |
27/08/2020 | 2.98% | 0.31 | 0.32 | 190,000 | 190,000 | 190,000 | 190,000 | 63,050 | 64,950 | 99.02% | 99.02% |
26/08/2020 | 3.14% | 0.30 | 0.31 | 190,000 | 190,000 | 190,000 | 190,000 | 59,526 | 61,426 | 99.98% | 99.98% |
25/08/2020 | 3.04% | 0.31 | 0.32 | 190,000 | 190,000 | 190,000 | 190,000 | 61,662 | 63,562 | 99.99% | 99.99% |
24/08/2020 | 2.98% | 0.29 | 0.30 | 210,000 | 210,000 | 210,000 | 210,000 | 69,621 | 71,721 | 99.96% | 99.96% |
21/08/2020 | 3.48% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 56,553 | 58,553 | 99.93% | 99.93% |
20/08/2020 | 2.97% | 0.31 | 0.32 | 190,000 | 190,000 | 190,000 | 190,000 | 63,195 | 65,095 | 99.96% | 99.96% |
19/08/2020 | 3.05% | 0.34 | 0.35 | 210,000 | 210,000 | 210,000 | 210,000 | 68,418 | 70,518 | 99.98% | 99.98% |