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 | - | - |
08/07/2020 | 2.59% | 0.26 | 0.27 | 250,000 | 250,000 | 152,121 | 152,121 | 56,932 | 58,453 | 98.64% | 98.64% |
07/07/2020 | 1.99% | 0.49 | 0.50 | 250,000 | 250,000 | 152,454 | 152,454 | 75,752 | 77,277 | 97.48% | 97.48% |
06/07/2020 | 1.61% | 0.51 | 0.52 | 250,000 | 250,000 | 152,010 | 152,010 | 92,389 | 93,909 | 99.14% | 99.14% |
03/07/2020 | 1.32% | 0.76 | 0.77 | 125,000 | 125,000 | 125,000 | 125,000 | 94,153 | 95,403 | 97.59% | 97.59% |
02/07/2020 | 1.16% | 0.86 | 0.87 | 250,000 | 250,000 | 152,050 | 152,050 | 129,654 | 131,174 | 98.87% | 98.87% |
01/07/2020 | 1.03% | 0.94 | 0.95 | 250,000 | 250,000 | 151,989 | 151,989 | 146,005 | 147,525 | 98.69% | 98.69% |
30/06/2020 | 1.04% | 0.97 | 0.98 | 250,000 | 250,000 | 151,912 | 151,912 | 145,813 | 147,332 | 99.56% | 99.56% |
29/06/2020 | 1.04% | 0.99 | 1.00 | 250,000 | 250,000 | 151,900 | 151,900 | 146,147 | 147,666 | 99.54% | 99.54% |
26/06/2020 | 1.16% | 0.95 | 0.96 | 250,000 | 250,000 | 151,931 | 151,931 | 133,284 | 134,804 | 99.58% | 99.58% |