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 | - | - |
22/01/2020 | 3.31% | 0.26 | 0.27 | 200,000 | 100,000 | 173,437 | 100,000 | 51,563 | 30,852 | 99.99% | 99.99% |
21/01/2020 | 2.51% | 0.38 | 0.39 | 140,000 | 100,000 | 133,198 | 100,000 | 52,363 | 40,469 | 100.00% | 100.00% |
20/01/2020 | 2.14% | 0.46 | 0.47 | 110,000 | 100,000 | 111,680 | 100,000 | 51,641 | 47,259 | 100.00% | 100.00% |
17/01/2020 | 2.17% | 0.47 | 0.48 | 110,000 | 100,000 | 114,402 | 100,000 | 52,176 | 46,652 | 100.00% | 100.00% |
16/01/2020 | 1.92% | 0.53 | 0.54 | 100,000 | 100,000 | 100,285 | 100,000 | 51,683 | 52,543 | 100.00% | 100.00% |
15/01/2020 | 1.84% | 0.53 | 0.54 | 100,000 | 100,000 | 100,000 | 100,000 | 53,795 | 54,795 | 100.00% | 100.00% |
14/01/2020 | 1.68% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 58,987 | 59,987 | 100.00% | 100.00% |
13/01/2020 | 1.71% | 0.60 | 0.61 | 100,000 | 100,000 | 100,000 | 100,000 | 57,853 | 58,853 | 100.00% | 100.00% |
10/01/2020 | 1.69% | 0.58 | 0.59 | 100,000 | 100,000 | 100,000 | 100,000 | 58,823 | 59,823 | 100.00% | 100.00% |