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 | 22.22% | 0.04 | 0.05 | 130,000 | 130,000 | 130,000 | 130,000 | 5,216 | 6,516 | 99.76% | 99.76% |
27/08/2020 | 22.49% | 0.04 | 0.05 | 120,000 | 120,000 | 120,000 | 120,000 | 4,766 | 5,966 | 99.41% | 99.41% |
26/08/2020 | 22.63% | 0.05 | 0.06 | 120,000 | 120,000 | 120,000 | 120,000 | 4,726 | 5,926 | 99.98% | 99.98% |
25/08/2020 | 19.51% | 0.05 | 0.06 | 110,000 | 110,000 | 110,000 | 110,000 | 5,114 | 6,214 | 99.93% | 99.93% |
24/08/2020 | 17.11% | 0.06 | 0.07 | 130,000 | 130,000 | 130,000 | 130,000 | 6,962 | 8,262 | 99.32% | 99.32% |
21/08/2020 | 17.25% | 0.05 | 0.06 | 110,000 | 110,000 | 110,000 | 110,000 | 5,970 | 7,070 | 99.98% | 99.98% |
20/08/2020 | 13.46% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 6,949 | 7,949 | 99.99% | 99.99% |
19/08/2020 | 9.11% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 10,496 | 11,496 | 99.99% | 99.99% |