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 | - | - |
05/05/2020 | - | 1.89 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.71% |
04/05/2020 | - | 1.86 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.72% |
30/04/2020 | - | 1.83 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.17% |
29/04/2020 | 0.59% | 1.72 | 1.70 | 50,000 | 25,000 | 30,000 | 25,000 | 50,791 | 42,575 | 54.69% | 85.52% |
28/04/2020 | 0.55% | 1.69 | 1.70 | 50,000 | 50,000 | 34,400 | 30,500 | 62,289 | 55,359 | 96.68% | 96.68% |
27/04/2020 | 0.53% | 1.89 | 1.90 | 50,000 | 50,000 | 34,456 | 30,570 | 64,780 | 57,773 | 96.21% | 96.21% |
24/04/2020 | 0.53% | 1.84 | 1.85 | 50,000 | 50,000 | 34,454 | 30,568 | 64,966 | 57,865 | 95.59% | 95.59% |
23/04/2020 | 0.54% | 1.96 | 1.97 | 50,000 | 50,000 | 34,491 | 30,613 | 64,498 | 57,724 | 92.06% | 92.06% |
22/04/2020 | 0.52% | 1.89 | 1.90 | 50,000 | 50,000 | 34,939 | 31,173 | 66,552 | 59,609 | 76.27% | 76.27% |