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 | - | - |
26/02/2020 | - | 9.32 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.67% |
25/02/2020 | - | 9.56 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.10% | 10.05 | 10.17 | 100,000 | 50,000 | 50,000 | 50,000 | 512,036 | 512,536 | 31.63% | 32.55% |
21/02/2020 | 0.09% | 10.88 | 10.89 | 100,000 | 100,000 | 60,716 | 60,716 | 666,112 | 666,719 | 100.00% | 100.00% |
20/02/2020 | 0.09% | 11.17 | 11.18 | 100,000 | 100,000 | 60,729 | 60,729 | 683,623 | 684,230 | 100.00% | 100.00% |
19/02/2020 | 0.09% | 11.33 | 11.34 | 100,000 | 100,000 | 60,735 | 60,735 | 684,107 | 684,714 | 99.91% | 99.91% |
18/02/2020 | 0.09% | 11.12 | 11.13 | 100,000 | 100,000 | 61,329 | 61,329 | 686,320 | 686,934 | 100.00% | 100.00% |
17/02/2020 | 0.09% | 11.41 | 11.42 | 50,000 | 50,000 | 50,000 | 50,000 | 569,378 | 569,878 | 100.00% | 100.00% |
14/02/2020 | 0.09% | 11.36 | 11.37 | 100,000 | 100,000 | 60,721 | 60,721 | 690,901 | 691,508 | 100.00% | 100.00% |