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 | - | - |
28/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/01/2020 | 4.99% | 0.39 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 39,089 | 41,089 | 5.24% | 5.24% |
21/01/2020 | 3.72% | 0.47 | 0.48 | 500,000 | 300,000 | 190,601 | 145,301 | 91,614 | 71,568 | 90.63% | 90.63% |
20/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/01/2020 | 4.32% | 0.48 | 0.47 | 500,000 | 100,000 | 100,000 | 100,000 | 45,305 | 47,305 | 52.65% | 73.77% |
16/01/2020 | 4.56% | 0.49 | 0.43 | 500,000 | 100,000 | 100,000 | 100,000 | 42,898 | 44,898 | 75.35% | 95.49% |