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 | 1.52% | 0.77 | 0.78 | 70,000 | 50,000 | 80,961 | 30,395 | 52,815 | 21,640 | 95.90% | 95.90% |
06/08/2020 | 1.78% | 0.54 | 0.55 | 100,000 | 50,000 | 95,333 | 31,092 | 53,207 | 18,062 | 86.52% | 86.52% |