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 | - | - |
21/02/2020 | - | 0.25 | - | 280,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20/02/2020 | - | 0.24 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.31% |
19/02/2020 | - | 0.27 | 0.28 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/02/2020 | 7.49% | 0.26 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 77,092 | 83,092 | 100.00% | 100.00% |
17/02/2020 | 7.74% | 0.25 | 0.27 | 300,000 | 300,000 | 297,257 | 300,000 | 73,861 | 80,551 | 97.65% | 100.00% |
14/02/2020 | 6.48% | 0.30 | 0.32 | 228,000 | 300,000 | 251,303 | 300,000 | 75,014 | 95,617 | 100.00% | 100.00% |
13/02/2020 | 6.65% | 0.30 | 0.32 | 50,000 | 300,000 | 124,815 | 300,000 | 35,640 | 93,261 | 100.00% | 100.00% |
12/02/2020 | 7.25% | 0.27 | 0.29 | 299,910 | 300,000 | 299,955 | 300,000 | 79,798 | 85,810 | 100.00% | 100.00% |
11/02/2020 | 7.87% | 0.25 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 73,237 | 79,237 | 100.00% | 100.00% |