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 | - | 6.78 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/02/2020 | - | 7.02 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.13% | 7.50 | 7.61 | 100,000 | 50,000 | 50,000 | 50,000 | 384,394 | 384,894 | 31.63% | 32.55% |
21/02/2020 | 0.12% | 8.33 | 8.34 | 100,000 | 100,000 | 60,582 | 60,582 | 510,001 | 510,607 | 99.64% | 99.64% |
20/02/2020 | 0.11% | 8.61 | 8.62 | 100,000 | 100,000 | 60,729 | 60,729 | 528,268 | 528,875 | 100.00% | 100.00% |
19/02/2020 | 0.11% | 8.77 | 8.78 | 100,000 | 100,000 | 60,735 | 60,735 | 528,616 | 529,223 | 99.91% | 99.91% |
18/02/2020 | 0.12% | 8.57 | 8.58 | 100,000 | 100,000 | 61,330 | 61,330 | 529,650 | 530,264 | 100.00% | 100.00% |
17/02/2020 | 0.11% | 8.85 | 8.86 | 50,000 | 50,000 | 50,000 | 50,000 | 441,652 | 442,152 | 100.00% | 100.00% |
14/02/2020 | 0.11% | 8.80 | 8.81 | 100,000 | 100,000 | 60,722 | 60,722 | 535,983 | 536,591 | 100.00% | 100.00% |