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 | 16.70% | 0.07 | 0.08 | 99,500 | 99,500 | 99,491 | 99,491 | 5,830 | 6,825 | 100.00% | 100.00% |
26/02/2020 | 10.13% | 0.12 | 0.13 | 99,500 | 99,500 | 99,500 | 99,500 | 9,737 | 10,732 | 97.27% | 97.27% |
25/02/2020 | 7.66% | 0.11 | 0.12 | 99,500 | 99,500 | 99,500 | 99,500 | 12,547 | 13,542 | 100.00% | 100.00% |
24/02/2020 | 9.84% | 0.13 | 0.14 | 99,500 | 99,500 | 99,500 | 99,500 | 9,793 | 10,788 | 100.00% | 100.00% |
21/02/2020 | 4.40% | 0.22 | 0.23 | 99,500 | 99,500 | 99,500 | 99,500 | 22,120 | 23,115 | 100.00% | 100.00% |
20/02/2020 | 3.79% | 0.25 | 0.26 | 99,500 | 99,500 | 99,500 | 99,500 | 25,736 | 26,731 | 100.00% | 100.00% |
19/02/2020 | 3.83% | 0.26 | 0.27 | 99,500 | 99,500 | 99,500 | 99,500 | 25,470 | 26,465 | 100.00% | 100.00% |
18/02/2020 | 3.88% | 0.24 | 0.25 | 99,500 | 99,500 | 99,500 | 99,500 | 25,214 | 26,209 | 100.00% | 100.00% |
17/02/2020 | 3.14% | 0.31 | 0.32 | 99,500 | 99,500 | 99,500 | 99,500 | 31,213 | 32,208 | 100.00% | 100.00% |