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 | - | - |
27/01/2020 | - | 3.01 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/01/2020 | - | 3.18 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.44% |
23/01/2020 | - | 3.28 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.82% |
22/01/2020 | - | 3.41 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.69% |
21/01/2020 | - | 3.58 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.42% |
20/01/2020 | - | 3.61 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.72% |
17/01/2020 | 0.28% | 3.58 | 3.59 | 500,000 | 500,000 | 500,000 | 500,000 | 1,790,620 | 1,795,620 | 99.68% | 99.68% |
16/01/2020 | 0.28% | 3.55 | 3.56 | 500,000 | 500,000 | 500,000 | 500,000 | 1,757,720 | 1,762,720 | 99.60% | 99.60% |
15/01/2020 | 0.28% | 3.46 | 3.47 | 500,000 | 500,000 | 500,000 | 500,000 | 1,758,760 | 1,763,760 | 100.00% | 100.00% |