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 | 2.21% | 0.49 | 0.50 | 500,000 | 500,000 | 499,975 | 499,958 | 224,532 | 229,527 | 99.84% | 99.84% |
25/02/2020 | 1.59% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 312,863 | 317,863 | 98.33% | 98.33% |
24/02/2020 | 1.58% | 0.59 | 0.60 | 500,000 | 500,000 | 499,998 | 499,965 | 315,470 | 320,448 | 100.00% | 100.00% |
21/02/2020 | 1.24% | 0.79 | 0.80 | 500,000 | 500,000 | 500,000 | 500,000 | 401,117 | 406,117 | 99.58% | 99.58% |
20/02/2020 | 1.12% | 0.94 | 0.95 | 500,000 | 500,000 | 499,998 | 500,000 | 442,978 | 447,980 | 100.00% | 100.00% |
19/02/2020 | 1.25% | 0.83 | 0.84 | 500,000 | 500,000 | 499,990 | 500,000 | 399,228 | 404,236 | 100.00% | 100.00% |
18/02/2020 | 1.51% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 328,148 | 333,148 | 89.73% | 89.73% |
17/02/2020 | 1.34% | 0.74 | 0.75 | 500,000 | 500,000 | 500,000 | 500,000 | 369,313 | 374,313 | 99.88% | 99.88% |
14/02/2020 | 1.37% | 0.72 | 0.73 | 500,000 | 500,000 | 500,000 | 499,991 | 361,994 | 366,988 | 99.56% | 99.56% |