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 | 14.98% | 0.08 | 0.09 | 80,000 | 80,000 | 80,000 | 80,000 | 5,069 | 5,869 | 100.00% | 100.00% |
21/01/2020 | 8.91% | 0.11 | 0.12 | 80,000 | 80,000 | 80,000 | 80,000 | 8,621 | 9,421 | 100.00% | 100.00% |
20/01/2020 | 7.97% | 0.11 | 0.12 | 80,000 | 80,000 | 80,000 | 80,000 | 9,853 | 10,653 | 100.00% | 100.00% |
17/01/2020 | 5.43% | 0.19 | 0.20 | 80,000 | 80,000 | 80,000 | 80,000 | 14,334 | 15,134 | 100.00% | 100.00% |
16/01/2020 | 5.25% | 0.19 | 0.20 | 80,000 | 80,000 | 80,000 | 80,000 | 14,848 | 15,648 | 99.40% | 99.40% |
15/01/2020 | 4.98% | 0.20 | 0.21 | 80,000 | 80,000 | 80,000 | 80,000 | 15,669 | 16,469 | 100.00% | 100.00% |
14/01/2020 | 5.63% | 0.16 | 0.17 | 80,000 | 80,000 | 80,000 | 80,000 | 13,881 | 14,681 | 100.00% | 100.00% |
13/01/2020 | 5.49% | 0.19 | 0.20 | 80,000 | 80,000 | 80,000 | 80,000 | 14,219 | 15,019 | 100.00% | 100.00% |
10/01/2020 | 6.00% | 0.18 | 0.19 | 80,000 | 80,000 | 80,000 | 80,000 | 12,974 | 13,774 | 99.53% | 99.53% |