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 | - | - |
16/07/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 93.12% |
15/07/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 92.09% |
14/07/2020 | 61.23% | 0.01 | 0.02 | 500,000 | 300,000 | 500,000 | 300,000 | 6,036 | 6,622 | 97.45% | 97.45% |
13/07/2020 | 65.31% | 0.01 | 0.02 | 500,000 | 300,000 | 500,000 | 300,000 | 5,255 | 6,153 | 97.25% | 97.25% |
10/07/2020 | 26.98% | 0.02 | 0.03 | 500,000 | 300,000 | 500,000 | 300,000 | 16,432 | 12,859 | 94.82% | 94.82% |
09/07/2020 | 27.72% | 0.05 | 0.06 | 500,000 | 300,000 | 499,816 | 300,000 | 16,130 | 12,683 | 98.70% | 98.70% |
08/07/2020 | 18.19% | 0.05 | 0.06 | 500,000 | 300,000 | 500,000 | 300,000 | 25,154 | 18,093 | 95.10% | 95.10% |
07/07/2020 | 15.33% | 0.05 | 0.06 | 500,000 | 300,000 | 500,000 | 300,000 | 30,391 | 21,234 | 99.98% | 99.98% |
06/07/2020 | 15.83% | 0.05 | 0.06 | 500,000 | 300,000 | 500,000 | 300,000 | 29,210 | 20,526 | 99.08% | 99.08% |