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 | - | - |
27/02/2020 | 10.56% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 15,003 | 16,603 | 92.87% | 92.87% |
26/02/2020 | 7.29% | 0.14 | 0.15 | 160,000 | 160,000 | 160,000 | 159,999 | 21,292 | 22,892 | 98.05% | 98.05% |
25/02/2020 | 6.03% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 25,820 | 27,420 | 100.00% | 100.00% |
24/02/2020 | 6.46% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 24,045 | 25,645 | 99.50% | 99.50% |
21/02/2020 | 4.28% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 160,000 | 36,574 | 38,174 | 100.00% | 100.00% |
20/02/2020 | 3.74% | 0.24 | 0.25 | 160,000 | 160,000 | 160,000 | 160,000 | 42,056 | 43,656 | 100.00% | 100.00% |
19/02/2020 | 3.95% | 0.25 | 0.26 | 160,000 | 160,000 | 160,000 | 160,000 | 39,706 | 41,306 | 98.56% | 98.56% |
18/02/2020 | 4.14% | 0.24 | 0.25 | 160,000 | 160,000 | 160,000 | 160,000 | 37,879 | 39,479 | 89.78% | 89.78% |
17/02/2020 | 3.76% | 0.26 | 0.27 | 160,000 | 160,000 | 160,000 | 160,000 | 41,778 | 43,378 | 98.54% | 98.54% |