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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/08/2020 | 137.50% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 800 | 4,320 | 100.00% | 100.00% |
27/08/2020 | 137.50% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 800 | 4,320 | 99.55% | 99.55% |
26/08/2020 | 137.50% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 800 | 4,320 | 100.00% | 100.00% |
25/08/2020 | 124.22% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 1,033 | 4,320 | 99.93% | 99.93% |
24/08/2020 | 91.89% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 1,600 | 4,320 | 99.32% | 99.32% |
21/08/2020 | 83.40% | 0.01 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 1,836 | 4,320 | 99.98% | 99.98% |
20/08/2020 | 55.16% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 2,491 | 4,374 | 100.00% | 100.00% |
19/08/2020 | 28.70% | 0.03 | 0.04 | 160,000 | 160,000 | 160,000 | 160,000 | 4,786 | 6,386 | 99.92% | 99.92% |