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 | - | - |
31/08/2020 | 1.07% | 1.26 | 1.27 | 420,000 | 420,000 | 312,865 | 312,865 | 299,331 | 302,459 | 73.64% | 73.64% |
28/08/2020 | 1.05% | 0.95 | 0.96 | 770,000 | 770,000 | 342,481 | 342,481 | 327,567 | 330,991 | 96.84% | 96.84% |
27/08/2020 | 1.38% | 0.85 | 0.86 | 800,000 | 800,000 | 354,729 | 354,729 | 268,284 | 271,832 | 96.12% | 96.12% |
26/08/2020 | 1.79% | 0.62 | 0.63 | 940,000 | 940,000 | 419,523 | 419,523 | 241,285 | 245,481 | 98.97% | 98.97% |
25/08/2020 | 2.11% | 0.47 | 0.48 | 960,000 | 960,000 | 434,774 | 434,774 | 203,353 | 207,701 | 97.01% | 97.01% |
24/08/2020 | 1.60% | 0.50 | 0.51 | 910,000 | 910,000 | 412,119 | 412,119 | 244,103 | 248,224 | 96.60% | 96.60% |
21/08/2020 | 1.86% | 0.58 | 0.59 | 970,000 | 970,000 | 437,391 | 437,391 | 238,904 | 243,278 | 97.97% | 97.97% |
20/08/2020 | 3.21% | 0.44 | 0.45 | 1,000,000 | 1,000,000 | 487,403 | 487,403 | 153,446 | 158,320 | 97.94% | 97.94% |
19/08/2020 | 2.89% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 481,065 | 481,065 | 160,317 | 165,128 | 96.92% | 96.92% |