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 | - | - |
10/07/2020 | 2.24% | 0.42 | 0.43 | 120,000 | 100,000 | 118,459 | 60,321 | 52,222 | 27,435 | 98.79% | 98.79% |
09/07/2020 | 2.20% | 0.60 | 0.61 | 100,000 | 100,000 | 116,767 | 59,975 | 52,506 | 27,956 | 98.03% | 98.03% |
08/07/2020 | 1.44% | 0.65 | 0.66 | 100,000 | 100,000 | 80,989 | 60,706 | 55,689 | 41,843 | 99.47% | 99.47% |
07/07/2020 | 1.45% | 0.49 | 0.50 | 110,000 | 100,000 | 78,712 | 60,668 | 53,764 | 41,332 | 99.63% | 99.63% |
06/07/2020 | 1.18% | 0.66 | 0.67 | 100,000 | 100,000 | 68,275 | 60,319 | 57,026 | 50,733 | 99.64% | 99.64% |
03/07/2020 | 0.90% | 1.16 | 1.17 | 50,000 | 50,000 | 50,000 | 50,000 | 55,587 | 56,087 | 99.96% | 99.96% |
02/07/2020 | 0.87% | 1.13 | 1.14 | 100,000 | 100,000 | 60,627 | 60,627 | 68,335 | 68,942 | 99.28% | 99.28% |
01/07/2020 | 0.65% | 1.35 | 1.36 | 100,000 | 100,000 | 60,490 | 60,490 | 91,563 | 92,168 | 99.20% | 99.20% |
30/06/2020 | 0.54% | 1.67 | 1.68 | 100,000 | 100,000 | 60,621 | 60,621 | 110,694 | 111,300 | 99.59% | 99.59% |