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 | 100.20 | 250,000 | 50,000 | 250,000 | 50,000 | 248,000 | 50,100 | 98.94% | 98.94% |
20/05/2020 | 1.00% | 99.30 | 100.30 | 500,000 | 100,000 | 305,117 | 61,023 | 302,981 | 61,206 | 100.00% | 100.00% |
19/05/2020 | 1.00% | 99.30 | 100.30 | 500,000 | 100,000 | 305,397 | 61,079 | 303,259 | 61,263 | 99.00% | 99.00% |
18/05/2020 | 1.00% | 99.40 | 100.40 | 500,000 | 100,000 | 305,054 | 61,011 | 303,224 | 61,255 | 100.00% | 100.00% |
15/05/2020 | 1.00% | 99.40 | 100.40 | 500,000 | 100,000 | 304,842 | 60,968 | 303,013 | 61,212 | 100.00% | 100.00% |
14/05/2020 | 1.00% | 99.40 | 100.40 | 500,000 | 100,000 | 305,363 | 61,073 | 303,530 | 61,317 | 99.00% | 99.00% |
13/05/2020 | 1.00% | 99.50 | 100.50 | 500,000 | 100,000 | 305,036 | 61,007 | 303,510 | 61,312 | 100.00% | 100.00% |
12/05/2020 | 1.00% | 99.50 | 100.50 | 500,000 | 100,000 | 305,019 | 61,004 | 303,494 | 61,309 | 100.00% | 100.00% |
11/05/2020 | 1.00% | 99.60 | 100.60 | 500,000 | 100,000 | 305,583 | 61,117 | 304,361 | 61,483 | 99.10% | 99.10% |