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 | - | - |
24/09/2020 | 14.53% | 0.07 | 0.08 | 160,000 | 160,000 | 160,000 | 160,000 | 10,281 | 11,881 | 99.86% | 99.86% |
23/09/2020 | 11.70% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 12,956 | 14,556 | 99.64% | 99.64% |
22/09/2020 | 10.05% | 0.09 | 0.10 | 160,000 | 160,000 | 160,000 | 160,000 | 15,212 | 16,812 | 99.85% | 99.85% |
21/09/2020 | 11.70% | 0.07 | 0.08 | 160,000 | 160,000 | 160,000 | 160,000 | 13,014 | 14,614 | 99.79% | 99.79% |
31/08/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/08/2020 | 6.64% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 23,305 | 24,905 | 99.96% | 99.96% |
27/08/2020 | 6.71% | 0.14 | 0.15 | 160,000 | 160,000 | 160,000 | 160,000 | 23,052 | 24,652 | 99.03% | 99.03% |
26/08/2020 | 6.81% | 0.15 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 22,723 | 24,323 | 99.99% | 99.99% |
25/08/2020 | 6.36% | 0.15 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 24,381 | 25,981 | 99.91% | 99.91% |