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 | - | - |
22/01/2020 | 5.11% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 38,251 | 40,251 | 99.92% | 99.92% |
21/01/2020 | 4.18% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 46,900 | 48,900 | 99.99% | 99.99% |
20/01/2020 | 3.95% | 0.23 | 0.24 | 200,000 | 200,000 | 200,000 | 200,000 | 49,900 | 51,900 | 99.85% | 99.85% |
17/01/2020 | 3.19% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 61,760 | 63,760 | 100.00% | 100.00% |
16/01/2020 | 3.14% | 0.31 | 0.32 | 200,000 | 200,000 | 200,000 | 200,000 | 62,800 | 64,800 | 99.84% | 99.84% |
15/01/2020 | 3.04% | 0.33 | 0.34 | 200,000 | 200,000 | 200,000 | 200,000 | 64,848 | 66,848 | 100.00% | 100.00% |
14/01/2020 | 3.27% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 60,346 | 62,346 | 99.99% | 99.99% |
13/01/2020 | 3.22% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 61,248 | 63,248 | 99.92% | 99.92% |
10/01/2020 | 3.40% | 0.30 | 0.31 | 200,000 | 200,000 | 200,000 | 200,000 | 57,892 | 59,892 | 100.00% | 100.00% |