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 | - | - |
27/02/2020 | 10.08% | 0.12 | 0.13 | 420,000 | 50,000 | 465,038 | 50,000 | 48,546 | 5,845 | 100.00% | 100.00% |
26/02/2020 | 7.36% | 0.17 | 0.18 | 300,000 | 50,000 | 351,976 | 50,000 | 50,694 | 7,887 | 94.84% | 94.84% |
25/02/2020 | 6.17% | 0.16 | 0.17 | 320,000 | 50,000 | 290,816 | 50,000 | 50,899 | 9,332 | 100.00% | 100.00% |
24/02/2020 | 7.25% | 0.18 | 0.19 | 280,000 | 50,000 | 340,252 | 50,000 | 50,852 | 8,095 | 100.00% | 100.00% |
21/02/2020 | 3.87% | 0.27 | 0.28 | 190,000 | 50,000 | 186,574 | 50,000 | 51,147 | 14,261 | 100.00% | 100.00% |
20/02/2020 | 3.43% | 0.31 | 0.32 | 170,000 | 50,000 | 167,775 | 50,000 | 52,141 | 16,087 | 99.85% | 99.85% |
19/02/2020 | 3.59% | 0.31 | 0.32 | 170,000 | 50,000 | 168,594 | 50,000 | 51,964 | 15,985 | 100.00% | 100.00% |
18/02/2020 | 3.67% | 0.29 | 0.30 | 180,000 | 50,000 | 168,751 | 50,000 | 51,573 | 15,877 | 100.00% | 100.00% |
17/02/2020 | 3.09% | 0.36 | 0.38 | 140,000 | 50,000 | 139,864 | 50,000 | 51,259 | 18,900 | 100.00% | 100.00% |