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 | 5.91% | 0.13 | 0.14 | 390,000 | 100,000 | 310,069 | 100,000 | 50,911 | 17,667 | 99.99% | 99.99% |
21/01/2020 | 3.77% | 0.25 | 0.26 | 200,000 | 100,000 | 194,523 | 100,000 | 50,645 | 27,233 | 100.00% | 100.00% |
20/01/2020 | 2.98% | 0.32 | 0.33 | 160,000 | 100,000 | 157,752 | 100,000 | 52,162 | 34,083 | 100.00% | 100.00% |
17/01/2020 | 3.04% | 0.34 | 0.35 | 150,000 | 100,000 | 160,481 | 100,000 | 51,970 | 33,434 | 100.00% | 100.00% |
16/01/2020 | 2.59% | 0.39 | 0.40 | 130,000 | 100,000 | 135,265 | 100,000 | 51,614 | 39,190 | 100.00% | 100.00% |
15/01/2020 | 2.43% | 0.40 | 0.41 | 130,000 | 100,000 | 128,013 | 100,000 | 51,941 | 41,600 | 100.00% | 100.00% |
14/01/2020 | 2.17% | 0.44 | 0.45 | 120,000 | 100,000 | 114,720 | 100,000 | 52,365 | 46,694 | 100.00% | 100.00% |
13/01/2020 | 2.23% | 0.46 | 0.47 | 110,000 | 100,000 | 118,446 | 100,000 | 52,599 | 45,428 | 100.00% | 100.00% |
10/01/2020 | 2.17% | 0.45 | 0.46 | 120,000 | 100,000 | 113,191 | 100,000 | 51,546 | 46,573 | 100.00% | 100.00% |