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 | - | 1.21 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.48% |
25/02/2020 | - | 1.07 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.06% |
24/02/2020 | 0.94% | 1.15 | 1.07 | 50,000 | 25,000 | 50,000 | 25,000 | 52,806 | 26,653 | 13.83% | 14.63% |
21/02/2020 | 0.77% | 1.29 | 1.30 | 50,000 | 50,000 | 42,466 | 31,164 | 54,852 | 40,508 | 82.33% | 82.33% |
20/02/2020 | 0.75% | 1.30 | 1.31 | 50,000 | 50,000 | 42,230 | 30,576 | 55,780 | 40,741 | 94.43% | 94.43% |
19/02/2020 | 0.74% | 1.36 | 1.37 | 50,000 | 50,000 | 42,164 | 30,411 | 56,716 | 41,272 | 93.51% | 93.51% |
18/02/2020 | 0.80% | 1.33 | 1.34 | 50,000 | 50,000 | 48,724 | 30,503 | 61,016 | 38,903 | 86.59% | 86.59% |
17/02/2020 | 0.78% | 1.28 | 1.29 | 40,000 | 25,000 | 40,000 | 25,000 | 51,127 | 32,204 | 98.69% | 98.69% |
14/02/2020 | 0.78% | 1.30 | 1.31 | 50,000 | 50,000 | 42,202 | 30,505 | 54,227 | 39,518 | 96.63% | 96.63% |