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 | - | 9.41 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
25/02/2020 | - | 9.64 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.10% | 10.13 | 10.25 | 100,000 | 50,000 | 50,000 | 50,000 | 516,295 | 516,795 | 31.63% | 32.55% |
21/02/2020 | 0.09% | 10.96 | 10.97 | 100,000 | 100,000 | 60,666 | 60,666 | 670,828 | 671,435 | 99.85% | 99.85% |
20/02/2020 | 0.09% | 11.25 | 11.26 | 100,000 | 100,000 | 60,717 | 60,717 | 688,802 | 689,410 | 100.00% | 100.00% |
19/02/2020 | 0.09% | 11.42 | 11.43 | 100,000 | 100,000 | 60,735 | 60,735 | 689,428 | 690,036 | 99.91% | 99.91% |
18/02/2020 | 0.09% | 11.21 | 11.22 | 100,000 | 100,000 | 61,327 | 61,327 | 691,709 | 692,323 | 100.00% | 100.00% |
17/02/2020 | 0.09% | 11.49 | 11.50 | 50,000 | 50,000 | 50,000 | 50,000 | 573,808 | 574,308 | 100.00% | 100.00% |
14/02/2020 | 0.09% | 11.45 | 11.46 | 100,000 | 100,000 | 60,720 | 60,720 | 696,360 | 696,967 | 100.00% | 100.00% |