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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/08/2020 | 1.92% | 0.43 | 0.44 | 120,000 | 100,000 | 101,312 | 60,480 | 52,232 | 31,591 | 99.33% | 99.33% |
28/08/2020 | 1.50% | 0.63 | 0.64 | 100,000 | 100,000 | 84,034 | 60,496 | 55,477 | 40,260 | 99.19% | 99.19% |
27/08/2020 | 1.53% | 0.57 | 0.58 | 100,000 | 100,000 | 84,315 | 59,627 | 54,796 | 39,266 | 96.91% | 96.91% |
26/08/2020 | 0.98% | 0.88 | 0.89 | 100,000 | 100,000 | 60,732 | 60,696 | 61,197 | 61,768 | 99.90% | 99.90% |
25/08/2020 | 0.80% | 1.18 | 1.19 | 100,000 | 100,000 | 60,632 | 60,632 | 76,307 | 76,914 | 98.96% | 98.96% |
24/08/2020 | 0.82% | 1.36 | 1.37 | 100,000 | 100,000 | 60,424 | 60,424 | 74,480 | 75,085 | 98.10% | 98.10% |
21/08/2020 | 0.64% | 1.50 | 1.51 | 100,000 | 100,000 | 60,730 | 60,730 | 94,561 | 95,168 | 96.68% | 96.68% |
20/08/2020 | 0.54% | 1.75 | 1.76 | 100,000 | 100,000 | 60,650 | 60,650 | 112,007 | 112,614 | 99.66% | 99.66% |
19/08/2020 | 0.59% | 1.73 | 1.74 | 100,000 | 100,000 | 60,661 | 60,661 | 102,883 | 103,489 | 99.80% | 99.80% |
18/08/2020 | 0.54% | 1.80 | 1.81 | 100,000 | 100,000 | 60,491 | 60,491 | 111,546 | 112,150 | 99.34% | 99.34% |