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 | - | - |
07/07/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/07/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2020 | 4.08% | 0.49 | 0.51 | 60,000 | 60,000 | 60,000 | 60,000 | 28,841 | 30,041 | 70.28% | 70.28% |
02/07/2020 | 4.15% | 0.49 | 0.50 | 300,000 | 300,000 | 113,005 | 113,005 | 48,946 | 50,544 | 96.51% | 96.51% |
01/07/2020 | 1.39% | 0.88 | 0.89 | 100,000 | 100,000 | 37,243 | 37,243 | 43,756 | 44,286 | 95.98% | 95.98% |
30/06/2020 | 1.18% | 1.38 | 1.39 | 100,000 | 100,000 | 37,482 | 37,482 | 54,942 | 55,473 | 96.43% | 96.43% |
29/06/2020 | 2.03% | 1.88 | 1.90 | 50,000 | 50,000 | 35,945 | 19,007 | 63,073 | 34,610 | 90.32% | 90.32% |
26/06/2020 | 1.52% | 1.40 | 1.41 | 100,000 | 100,000 | 36,661 | 36,661 | 46,795 | 47,320 | 95.21% | 95.21% |
25/06/2020 | 1.25% | 1.25 | 1.26 | 100,000 | 100,000 | 37,954 | 37,954 | 51,825 | 52,360 | 95.23% | 95.23% |