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 | - | - |
23/09/2020 | 1.26% | 0.65 | 0.66 | 250,000 | 250,000 | 249,998 | 249,972 | 199,446 | 201,922 | 99.58% | 99.58% |
22/09/2020 | 0.82% | 1.24 | 1.25 | 250,000 | 250,000 | 250,000 | 249,891 | 303,444 | 305,803 | 99.24% | 99.55% |
21/09/2020 | 0.50% | 1.33 | 1.34 | 250,000 | 250,000 | 250,000 | 250,000 | 504,311 | 506,811 | 97.56% | 97.56% |
31/08/2020 | 0.36% | 2.85 | 2.86 | 250,000 | 250,000 | 250,000 | 250,000 | 698,915 | 701,415 | 95.33% | 95.33% |
28/08/2020 | 0.38% | 2.66 | 2.67 | 250,000 | 250,000 | 250,000 | 250,000 | 650,701 | 653,201 | 99.33% | 99.33% |
27/08/2020 | 0.40% | 2.34 | 2.35 | 250,000 | 250,000 | 249,998 | 250,000 | 626,975 | 629,480 | 95.77% | 95.77% |
26/08/2020 | 0.46% | 2.33 | 2.34 | 250,000 | 250,000 | 250,000 | 250,000 | 541,447 | 543,947 | 99.78% | 99.78% |
25/08/2020 | 0.46% | 2.17 | 2.18 | 250,000 | 250,000 | 250,000 | 250,000 | 543,596 | 546,096 | 99.55% | 99.55% |
24/08/2020 | 0.43% | 2.21 | 2.22 | 250,000 | 250,000 | 250,000 | 250,000 | 579,984 | 582,483 | 99.06% | 99.06% |