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 | 6.25% | 0.14 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 31,130 | 33,130 | 100.00% | 100.00% |
21/01/2020 | 4.86% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 40,209 | 42,209 | 99.99% | 99.99% |
20/01/2020 | 4.76% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 41,065 | 43,065 | 100.00% | 100.00% |
17/01/2020 | 4.54% | 0.21 | 0.22 | 200,000 | 200,000 | 199,936 | 200,000 | 43,126 | 45,140 | 100.00% | 100.00% |
16/01/2020 | 3.67% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 53,601 | 55,601 | 99.83% | 99.83% |
15/01/2020 | 3.88% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 50,542 | 52,542 | 100.00% | 100.00% |
14/01/2020 | 3.86% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 50,826 | 52,826 | 99.99% | 99.99% |
13/01/2020 | 3.74% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 52,594 | 54,594 | 100.00% | 100.00% |
10/01/2020 | 3.61% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 54,411 | 56,411 | 100.00% | 100.00% |