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 | 2.49% | 1.14 | 1.16 | 50,000 | 25,000 | 47,750 | 15,248 | 56,973 | 18,581 | 95.81% | 95.81% |
06/08/2020 | 2.65% | 1.27 | 1.29 | 40,000 | 25,000 | 49,890 | 15,240 | 56,222 | 17,760 | 96.43% | 96.43% |
05/08/2020 | 2.35% | 1.19 | 1.21 | 50,000 | 25,000 | 43,761 | 15,276 | 54,623 | 19,305 | 95.67% | 95.67% |
04/08/2020 | 2.46% | 1.20 | 1.22 | 50,000 | 25,000 | 47,536 | 15,229 | 57,194 | 19,194 | 95.58% | 95.58% |
03/08/2020 | 3.46% | 1.27 | 1.29 | 40,000 | 25,000 | 60,314 | 14,308 | 53,854 | 13,923 | 87.82% | 87.82% |
31/07/2020 | 2.33% | 1.07 | 1.09 | 50,000 | 25,000 | 41,966 | 15,008 | 55,931 | 20,028 | 94.88% | 94.88% |
30/07/2020 | 2.56% | 1.16 | 1.18 | 50,000 | 25,000 | 48,956 | 15,095 | 56,918 | 18,031 | 94.51% | 94.51% |