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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/08/2020 | 2.87% | 0.63 | 0.64 | 500,000 | 500,000 | 186,394 | 186,394 | 117,109 | 119,757 | 98.60% | 98.60% |
28/08/2020 | 2.90% | 0.62 | 0.63 | 500,000 | 500,000 | 187,999 | 187,999 | 112,622 | 115,282 | 96.56% | 96.56% |
27/08/2020 | 3.18% | 0.57 | 0.58 | 500,000 | 500,000 | 186,439 | 186,439 | 105,910 | 108,558 | 96.08% | 96.08% |
26/08/2020 | 2.97% | 0.82 | 0.84 | 200,000 | 200,000 | 75,270 | 75,270 | 79,847 | 81,976 | 96.67% | 96.67% |
25/08/2020 | 2.79% | 1.23 | 1.25 | 10,000 | 10,000 | 3,766 | 3,766 | 4,743 | 4,849 | 95.94% | 95.94% |
24/08/2020 | 2.96% | 1.30 | 1.32 | 200,000 | 200,000 | 75,701 | 75,701 | 91,225 | 93,361 | 94.58% | 94.58% |
21/08/2020 | 3.01% | 1.22 | 1.24 | 200,000 | 200,000 | 75,982 | 75,982 | 89,987 | 92,127 | 94.05% | 94.05% |
20/08/2020 | 2.68% | 1.20 | 1.22 | 200,000 | 200,000 | 75,233 | 75,233 | 94,876 | 97,005 | 96.51% | 96.51% |
19/08/2020 | 2.86% | 1.28 | 1.30 | 200,000 | 200,000 | 75,290 | 75,290 | 94,893 | 97,022 | 96.60% | 96.60% |
18/08/2020 | 2.63% | 1.28 | 1.30 | 200,000 | 200,000 | 75,053 | 75,053 | 98,549 | 100,675 | 96.31% | 96.31% |