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 | - | 6.47 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/02/2020 | - | 6.71 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.14% | 7.20 | 7.31 | 100,000 | 50,000 | 50,000 | 50,000 | 369,178 | 369,678 | 31.63% | 32.55% |
21/02/2020 | 0.12% | 8.03 | 8.04 | 100,000 | 100,000 | 60,712 | 60,712 | 492,673 | 493,280 | 100.00% | 100.00% |
20/02/2020 | 0.12% | 8.31 | 8.32 | 100,000 | 100,000 | 60,724 | 60,724 | 509,845 | 510,452 | 100.00% | 100.00% |
19/02/2020 | 0.12% | 8.47 | 8.48 | 100,000 | 100,000 | 60,735 | 60,735 | 510,232 | 510,839 | 99.91% | 99.91% |
18/02/2020 | 0.12% | 8.26 | 8.27 | 100,000 | 100,000 | 61,330 | 61,330 | 511,175 | 511,788 | 100.00% | 100.00% |
17/02/2020 | 0.12% | 8.55 | 8.56 | 50,000 | 50,000 | 50,000 | 50,000 | 426,614 | 427,114 | 100.00% | 100.00% |
14/02/2020 | 0.12% | 8.51 | 8.52 | 100,000 | 100,000 | 60,724 | 60,724 | 517,886 | 518,493 | 100.00% | 100.00% |