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 | - | - |
24/01/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 20,000 | 500,000 | 20,000 | 495,500 | 20,020 | 100.00% | 100.00% |
23/01/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 20,000 | 500,000 | 20,000 | 495,500 | 20,020 | 99.55% | 99.55% |
22/01/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 20,000 | 500,000 | 20,000 | 495,500 | 20,020 | 99.09% | 99.09% |
21/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 100.00% | 100.00% |
20/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 98.55% | 98.55% |
17/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 99.09% | 99.09% |
16/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 99.23% | 99.23% |
15/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 100.00% | 100.00% |
14/01/2020 | 1.00% | 99.20 | 100.20 | 500,000 | 20,000 | 500,000 | 20,000 | 496,000 | 20,040 | 100.00% | 100.00% |