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 | - | 8.23 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
25/02/2020 | - | 8.47 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.11% | 8.96 | 9.07 | 100,000 | 50,000 | 50,000 | 50,000 | 457,453 | 457,953 | 31.55% | 32.47% |
21/02/2020 | 0.10% | 9.79 | 9.80 | 100,000 | 100,000 | 60,666 | 60,666 | 599,430 | 600,037 | 99.86% | 99.86% |
20/02/2020 | 0.10% | 10.08 | 10.09 | 100,000 | 100,000 | 60,724 | 60,724 | 617,268 | 617,875 | 100.00% | 100.00% |
19/02/2020 | 0.10% | 10.24 | 10.25 | 100,000 | 100,000 | 60,735 | 60,735 | 617,749 | 618,356 | 99.91% | 99.91% |
18/02/2020 | 0.10% | 10.03 | 10.04 | 100,000 | 100,000 | 61,331 | 61,331 | 619,534 | 620,147 | 100.00% | 100.00% |
17/02/2020 | 0.10% | 10.32 | 10.33 | 50,000 | 50,000 | 50,000 | 50,000 | 514,932 | 515,432 | 100.00% | 100.00% |
14/02/2020 | 0.10% | 10.27 | 10.28 | 100,000 | 100,000 | 60,728 | 60,728 | 625,020 | 625,628 | 100.00% | 100.00% |