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 | - | 5.66 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/02/2020 | - | 5.90 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
24/02/2020 | 0.15% | 6.38 | 6.49 | 100,000 | 50,000 | 50,000 | 50,000 | 328,394 | 328,894 | 31.63% | 32.44% |
21/02/2020 | 0.14% | 7.21 | 7.22 | 100,000 | 100,000 | 60,665 | 60,665 | 442,719 | 443,326 | 99.85% | 99.85% |
20/02/2020 | 0.13% | 7.49 | 7.50 | 100,000 | 100,000 | 60,728 | 60,728 | 460,107 | 460,714 | 100.00% | 100.00% |
19/02/2020 | 0.13% | 7.65 | 7.66 | 100,000 | 100,000 | 60,732 | 60,732 | 460,360 | 460,967 | 99.91% | 99.91% |
18/02/2020 | 0.13% | 7.44 | 7.45 | 100,000 | 100,000 | 61,328 | 61,328 | 460,894 | 461,507 | 100.00% | 100.00% |
17/02/2020 | 0.13% | 7.73 | 7.74 | 50,000 | 50,000 | 50,000 | 50,000 | 385,611 | 386,111 | 100.00% | 100.00% |
14/02/2020 | 0.13% | 7.68 | 7.69 | 100,000 | 100,000 | 60,720 | 60,720 | 468,009 | 468,617 | 100.00% | 100.00% |