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 | - | 6.50 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/02/2020 | - | 6.74 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.13% | 7.22 | 7.33 | 100,000 | 50,000 | 50,000 | 50,000 | 370,395 | 370,895 | 31.63% | 32.55% |
21/02/2020 | 0.12% | 8.05 | 8.06 | 100,000 | 100,000 | 60,582 | 60,582 | 493,030 | 493,636 | 99.64% | 99.64% |
20/02/2020 | 0.12% | 8.33 | 8.34 | 100,000 | 100,000 | 60,717 | 60,717 | 511,130 | 511,737 | 100.00% | 100.00% |
19/02/2020 | 0.12% | 8.49 | 8.50 | 100,000 | 100,000 | 60,745 | 60,745 | 511,634 | 512,241 | 99.82% | 99.82% |
18/02/2020 | 0.12% | 8.29 | 8.30 | 100,000 | 100,000 | 61,335 | 61,335 | 512,504 | 513,117 | 100.00% | 100.00% |
17/02/2020 | 0.12% | 8.57 | 8.58 | 50,000 | 50,000 | 50,000 | 50,000 | 427,641 | 428,141 | 100.00% | 100.00% |
14/02/2020 | 0.12% | 8.52 | 8.53 | 100,000 | 100,000 | 60,721 | 60,721 | 518,989 | 519,596 | 100.00% | 100.00% |