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 | - | 7.06 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.02% |
25/02/2020 | - | 7.30 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.13% | 7.79 | 7.90 | 100,000 | 50,000 | 50,000 | 50,000 | 398,601 | 399,101 | 31.63% | 32.54% |
21/02/2020 | 0.11% | 8.62 | 8.63 | 100,000 | 100,000 | 60,723 | 60,723 | 528,504 | 529,111 | 99.95% | 99.95% |
20/02/2020 | 0.11% | 8.90 | 8.91 | 100,000 | 100,000 | 60,729 | 60,729 | 545,696 | 546,303 | 100.00% | 100.00% |
19/02/2020 | 0.11% | 9.06 | 9.07 | 100,000 | 100,000 | 60,735 | 60,735 | 546,074 | 546,682 | 99.91% | 99.91% |
18/02/2020 | 0.11% | 8.85 | 8.86 | 100,000 | 100,000 | 61,330 | 61,330 | 547,291 | 547,904 | 100.00% | 100.00% |
17/02/2020 | 0.11% | 9.14 | 9.15 | 50,000 | 50,000 | 50,000 | 50,000 | 456,052 | 456,552 | 100.00% | 100.00% |
14/02/2020 | 0.11% | 9.09 | 9.10 | 100,000 | 100,000 | 60,721 | 60,721 | 553,554 | 554,161 | 100.00% | 100.00% |