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 | - | - |
23/04/2020 | - | 0.30 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22/04/2020 | - | 0.26 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21/04/2020 | 3.06% | 0.29 | 0.34 | 50,000 | 50,000 | 50,000 | 50,000 | 16,103 | 16,603 | 26.35% | 99.61% |
20/04/2020 | 2.81% | 0.35 | 0.36 | 50,000 | 50,000 | 50,000 | 50,000 | 17,590 | 18,090 | 100.00% | 100.00% |
17/04/2020 | 2.61% | 0.38 | 0.39 | 50,000 | 50,000 | 50,000 | 50,000 | 18,913 | 19,413 | 98.81% | 98.81% |
16/04/2020 | 2.98% | 0.32 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 16,573 | 17,073 | 99.03% | 99.03% |
15/04/2020 | 2.68% | 0.32 | 0.33 | 30,000 | 30,000 | 30,000 | 30,000 | 11,135 | 11,435 | 100.00% | 100.00% |
14/04/2020 | 2.15% | 0.45 | 0.46 | 30,000 | 30,000 | 30,000 | 30,000 | 13,819 | 14,119 | 80.26% | 80.26% |
09/04/2020 | 2.37% | 0.43 | 0.44 | 30,000 | 30,000 | 30,000 | 30,000 | 12,536 | 12,836 | 98.79% | 98.79% |