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 | - | - |
07/08/2020 | - | 0.05 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.71% |
06/08/2020 | - | 0.07 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
05/08/2020 | - | 0.08 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
04/08/2020 | 7.41% | 0.07 | 0.14 | 500,000 | 50,000 | 390,000 | 50,000 | 50,700 | 7,000 | 0.05% | 99.98% |
03/08/2020 | - | 0.11 | - | 460,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
31/07/2020 | - | 0.06 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
30/07/2020 | - | 0.06 | 0.14 | 500,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
29/07/2020 | 7.41% | 0.11 | 0.14 | 460,000 | 50,000 | 390,000 | 50,000 | 50,700 | 7,000 | 0.00% | 99.99% |
28/07/2020 | 6.91% | 0.11 | 0.14 | 460,000 | 50,000 | 362,985 | 50,000 | 50,707 | 7,508 | 14.48% | 99.98% |