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 | 13.31% | 0.07 | 0.08 | 160,000 | 160,000 | 160,000 | 160,000 | 11,287 | 12,887 | 99.88% | 99.88% |
23/09/2020 | 10.84% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 14,024 | 15,624 | 99.62% | 99.62% |
22/09/2020 | 9.46% | 0.10 | 0.11 | 160,000 | 160,000 | 160,000 | 160,000 | 16,200 | 17,800 | 99.86% | 99.86% |
21/09/2020 | 10.84% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 14,074 | 15,674 | 99.78% | 99.78% |
31/08/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/08/2020 | 6.38% | 0.15 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 24,302 | 25,902 | 99.98% | 99.98% |
27/08/2020 | 6.44% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 24,065 | 25,665 | 99.05% | 99.05% |
26/08/2020 | 6.51% | 0.16 | 0.17 | 160,000 | 160,000 | 160,000 | 160,000 | 23,797 | 25,397 | 99.99% | 99.99% |
25/08/2020 | 6.03% | 0.16 | 0.17 | 160,000 | 160,000 | 160,000 | 160,000 | 25,769 | 27,369 | 99.90% | 99.90% |