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 | - | - |
26/02/2020 | - | 1.52 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.35% |
25/02/2020 | - | 1.37 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 90.78% |
24/02/2020 | 0.73% | 1.46 | 1.38 | 50,000 | 25,000 | 40,000 | 25,000 | 54,503 | 34,314 | 13.38% | 14.18% |
21/02/2020 | 0.62% | 1.59 | 1.60 | 50,000 | 50,000 | 42,467 | 31,167 | 67,809 | 50,017 | 82.28% | 82.28% |
20/02/2020 | 0.61% | 1.61 | 1.62 | 50,000 | 50,000 | 42,235 | 30,588 | 68,742 | 50,134 | 94.50% | 94.50% |
19/02/2020 | 0.60% | 1.66 | 1.67 | 50,000 | 50,000 | 42,188 | 30,471 | 69,695 | 50,701 | 93.79% | 93.79% |
18/02/2020 | 0.64% | 1.64 | 1.65 | 50,000 | 50,000 | 42,335 | 30,838 | 66,165 | 48,796 | 88.10% | 88.10% |
17/02/2020 | 0.63% | 1.58 | 1.59 | 40,000 | 25,000 | 40,000 | 25,000 | 63,307 | 39,817 | 98.68% | 98.68% |
14/02/2020 | 0.63% | 1.60 | 1.61 | 50,000 | 50,000 | 42,202 | 30,505 | 67,120 | 48,831 | 96.63% | 96.63% |