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 | - | 7.65 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
25/02/2020 | - | 7.89 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.12% | 8.37 | 8.48 | 100,000 | 50,000 | 50,000 | 50,000 | 428,024 | 428,524 | 31.63% | 32.55% |
21/02/2020 | 0.11% | 9.20 | 9.21 | 100,000 | 100,000 | 60,662 | 60,662 | 563,690 | 564,297 | 99.86% | 99.86% |
20/02/2020 | 0.10% | 9.49 | 9.50 | 100,000 | 100,000 | 60,729 | 60,729 | 581,511 | 582,118 | 100.00% | 100.00% |
19/02/2020 | 0.10% | 9.65 | 9.66 | 100,000 | 100,000 | 60,735 | 60,735 | 581,912 | 582,519 | 99.91% | 99.91% |
18/02/2020 | 0.11% | 9.44 | 9.45 | 100,000 | 100,000 | 61,333 | 61,333 | 583,430 | 584,043 | 100.00% | 100.00% |
17/02/2020 | 0.10% | 9.73 | 9.74 | 50,000 | 50,000 | 50,000 | 50,000 | 485,499 | 485,999 | 100.00% | 100.00% |
14/02/2020 | 0.10% | 9.68 | 9.69 | 100,000 | 100,000 | 60,721 | 60,721 | 589,247 | 589,854 | 100.00% | 100.00% |