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 | - | - |
27/02/2020 | 1.11% | 0.84 | 0.85 | 250,000 | 250,000 | 250,000 | 250,000 | 227,820 | 230,320 | 85.33% | 85.33% |
26/02/2020 | 0.85% | 1.23 | 1.24 | 250,000 | 250,000 | 250,000 | 250,000 | 291,866 | 294,366 | 79.74% | 79.74% |
25/02/2020 | 0.65% | 1.39 | 1.40 | 250,000 | 250,000 | 250,000 | 250,000 | 386,509 | 389,009 | 96.08% | 96.08% |
24/02/2020 | 0.53% | 1.82 | 1.83 | 250,000 | 250,000 | 250,000 | 250,000 | 471,628 | 474,128 | 87.89% | 87.89% |
21/02/2020 | 0.40% | 2.41 | 2.42 | 250,000 | 250,000 | 250,000 | 250,000 | 617,972 | 620,472 | 99.00% | 99.00% |
20/02/2020 | 0.38% | 2.53 | 2.54 | 250,000 | 250,000 | 250,000 | 250,000 | 652,020 | 654,520 | 99.93% | 99.93% |
19/02/2020 | 0.37% | 2.72 | 2.73 | 250,000 | 250,000 | 250,000 | 250,000 | 667,880 | 670,380 | 99.80% | 99.80% |
18/02/2020 | 0.38% | 2.61 | 2.62 | 250,000 | 250,000 | 250,000 | 250,000 | 649,656 | 652,156 | 99.78% | 99.78% |
17/02/2020 | 0.38% | 2.64 | 2.65 | 200,000 | 200,000 | 200,000 | 200,000 | 523,867 | 525,867 | 95.92% | 95.92% |