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 | 1.19% | 0.85 | 0.86 | 160,000 | 160,000 | 160,000 | 160,000 | 134,103 | 135,703 | 95.99% | 95.99% |
28/08/2020 | 1.15% | 0.86 | 0.87 | 160,000 | 160,000 | 160,000 | 160,000 | 138,474 | 140,074 | 99.94% | 99.94% |
27/08/2020 | 1.10% | 0.89 | 0.90 | 160,000 | 160,000 | 160,000 | 160,000 | 145,131 | 146,731 | 99.08% | 99.08% |
26/08/2020 | 1.13% | 0.87 | 0.88 | 160,000 | 160,000 | 160,000 | 160,000 | 140,814 | 142,414 | 99.99% | 99.99% |
25/08/2020 | 1.12% | 0.87 | 0.88 | 160,000 | 160,000 | 160,000 | 160,000 | 142,289 | 143,889 | 99.98% | 99.98% |
24/08/2020 | 1.11% | 0.84 | 0.85 | 160,000 | 160,000 | 160,000 | 160,000 | 142,787 | 144,387 | 99.33% | 99.33% |
21/08/2020 | 1.20% | 0.83 | 0.84 | 160,000 | 160,000 | 160,000 | 160,000 | 132,347 | 133,947 | 99.40% | 99.40% |
20/08/2020 | 1.12% | 0.86 | 0.87 | 160,000 | 160,000 | 160,000 | 160,000 | 141,934 | 143,534 | 99.46% | 99.46% |
19/08/2020 | 1.14% | 0.90 | 0.91 | 160,000 | 160,000 | 160,000 | 160,000 | 140,200 | 141,800 | 99.48% | 99.48% |