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 | - | - |
25/02/2020 | 4.61% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 99,976 | 21,752 | 22,748 | 99.12% | 99.12% |
24/02/2020 | 2.75% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 36,105 | 37,105 | 97.47% | 97.47% |
21/02/2020 | 1.68% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 59,019 | 60,019 | 98.89% | 98.89% |
20/02/2020 | 1.54% | 0.61 | 0.62 | 100,000 | 100,000 | 100,000 | 100,000 | 64,464 | 65,464 | 100.00% | 100.00% |
19/02/2020 | 1.48% | 0.69 | 0.70 | 100,000 | 100,000 | 100,000 | 100,000 | 66,980 | 67,980 | 100.00% | 100.00% |
18/02/2020 | 1.55% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 64,165 | 65,165 | 92.92% | 92.92% |
17/02/2020 | 1.53% | 0.66 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 64,950 | 65,950 | 99.43% | 99.43% |
14/02/2020 | 1.55% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 64,027 | 65,027 | 99.76% | 99.76% |
13/02/2020 | 1.72% | 0.60 | 0.61 | 100,000 | 100,000 | 100,000 | 100,000 | 57,889 | 58,889 | 96.18% | 96.18% |