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 | 8.33% | 0.23 | 0.25 | 60,000 | 60,000 | 60,000 | 60,000 | 13,800 | 15,000 | 6.57% | 6.57% |
21/01/2020 | 6.62% | 0.23 | 0.24 | 200,000 | 200,000 | 74,725 | 74,725 | 18,911 | 19,972 | 95.27% | 95.27% |
20/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/01/2020 | 5.67% | 0.29 | 0.30 | 200,000 | 200,000 | 78,997 | 78,997 | 23,805 | 24,897 | 87.25% | 87.25% |
16/01/2020 | 5.46% | 0.33 | 0.34 | 200,000 | 200,000 | 82,954 | 82,954 | 26,257 | 27,379 | 75.35% | 75.35% |