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 | - | 4.08 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.75% |
24/01/2020 | - | 4.32 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.08% |
23/01/2020 | - | 3.98 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.61% |
22/01/2020 | - | 3.83 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.92% |
21/01/2020 | - | 4.01 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.65% |
20/01/2020 | - | 4.04 | - | 23,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.75% |
17/01/2020 | 0.25% | 4.00 | 4.01 | 188,000 | 188,000 | 60,007 | 60,007 | 241,770 | 242,370 | 99.63% | 99.63% |
16/01/2020 | 0.25% | 3.95 | 3.96 | 188,000 | 188,000 | 60,657 | 60,657 | 243,159 | 243,766 | 97.63% | 97.63% |
15/01/2020 | 0.25% | 4.06 | 4.07 | 188,000 | 188,000 | 59,951 | 59,951 | 241,552 | 242,152 | 99.36% | 99.36% |