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 | - | - |
27/01/2020 | - | 1.12 | - | 375,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.05% |
24/01/2020 | - | 1.00 | - | 375,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.03% |
23/01/2020 | - | 1.17 | - | 375,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.48% |
22/01/2020 | - | 1.24 | - | 375,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.86% |
21/01/2020 | - | 1.15 | - | 375,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.59% |
20/01/2020 | - | 1.13 | - | 45,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.73% |
17/01/2020 | 0.88% | 1.15 | 1.16 | 375,000 | 375,000 | 118,909 | 118,909 | 135,132 | 136,321 | 99.61% | 99.61% |
16/01/2020 | 0.89% | 1.17 | 1.18 | 375,000 | 375,000 | 120,006 | 120,006 | 136,192 | 137,392 | 97.66% | 97.66% |
15/01/2020 | 0.88% | 1.11 | 1.12 | 375,000 | 375,000 | 118,840 | 118,840 | 133,981 | 135,170 | 99.30% | 99.30% |