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 | - | - |
22/05/2020 | 1.00% | 99.20 | 100.24 | 60,000 | 60,000 | 94,608 | 94,608 | 93,889 | 94,835 | 91.55% | 100.00% |
20/05/2020 | 1.00% | 99.27 | 100.27 | 60,000 | 60,000 | 91,384 | 91,384 | 90,750 | 91,664 | 96.65% | 96.65% |
19/05/2020 | 1.00% | 99.31 | 100.31 | 60,000 | 60,000 | 91,536 | 91,536 | 90,929 | 91,845 | 99.92% | 99.92% |
18/05/2020 | 1.00% | 99.34 | 100.34 | 20,000 | 20,000 | 40,850 | 40,850 | 40,611 | 41,019 | 28.06% | 28.06% |
15/05/2020 | 1.00% | 99.43 | 100.43 | 60,000 | 60,000 | 90,350 | 90,350 | 89,848 | 90,752 | 86.07% | 86.07% |
14/05/2020 | 1.00% | 99.40 | 100.40 | 60,000 | 60,000 | 91,725 | 91,725 | 91,163 | 92,080 | 99.46% | 99.46% |
13/05/2020 | 1.00% | 99.50 | 100.50 | 60,000 | 60,000 | 91,746 | 91,746 | 91,321 | 92,238 | 99.67% | 99.67% |
12/05/2020 | 1.00% | 99.53 | 100.53 | 60,000 | 60,000 | 90,852 | 90,852 | 90,439 | 91,348 | 90.83% | 90.83% |
11/05/2020 | 1.00% | 99.49 | 100.49 | 60,000 | 60,000 | 95,747 | 95,747 | 95,330 | 96,287 | 88.44% | 88.44% |