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 | - | 3.77 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.94% |
24/01/2020 | - | 4.02 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.93% |
23/01/2020 | - | 3.67 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
22/01/2020 | - | 3.52 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.64% |
21/01/2020 | - | 3.70 | - | 188,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
20/01/2020 | - | 3.73 | - | 23,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.67% |
17/01/2020 | 0.27% | 3.69 | 3.70 | 188,000 | 188,000 | 59,957 | 59,957 | 223,349 | 223,948 | 99.61% | 99.61% |
16/01/2020 | 0.27% | 3.65 | 3.66 | 188,000 | 188,000 | 60,616 | 60,616 | 224,595 | 225,201 | 97.33% | 97.33% |
15/01/2020 | 0.27% | 3.75 | 3.76 | 188,000 | 188,000 | 60,043 | 60,043 | 223,681 | 224,282 | 99.38% | 99.38% |