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 | 18.45% | 0.09 | 0.11 | 500,000 | 100,000 | 488,786 | 100,000 | 48,261 | 11,907 | 100.00% | 100.00% |
28/08/2020 | 17.15% | 0.10 | 0.12 | 500,000 | 100,000 | 341,519 | 100,000 | 36,246 | 12,700 | 81.53% | 82.08% |
27/08/2020 | 15.89% | 0.12 | 0.14 | 300,000 | 100,000 | 300,000 | 100,000 | 34,819 | 13,606 | 99.99% | 99.99% |
26/08/2020 | 16.46% | 0.12 | 0.14 | 300,000 | 100,000 | 300,000 | 100,000 | 33,568 | 13,189 | 100.00% | 100.00% |
25/08/2020 | 17.83% | 0.10 | 0.12 | 300,000 | 100,000 | 300,000 | 100,000 | 30,693 | 12,231 | 84.49% | 84.49% |
24/08/2020 | 18.39% | 0.10 | 0.12 | 300,000 | 100,000 | 300,000 | 100,000 | 27,856 | 11,173 | 84.57% | 84.57% |
21/08/2020 | 16.51% | 0.07 | 0.08 | 300,000 | 100,000 | 300,000 | 100,000 | 16,830 | 6,610 | 99.64% | 99.64% |
20/08/2020 | 16.72% | 0.06 | 0.07 | 300,000 | 100,000 | 300,000 | 100,000 | 16,566 | 6,522 | 100.00% | 100.00% |
19/08/2020 | 15.00% | 0.06 | 0.07 | 300,000 | 100,000 | 300,000 | 100,000 | 18,568 | 7,189 | 100.00% | 100.00% |