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 | 10.67% | 0.08 | 0.09 | 150,500 | 160,000 | 159,873 | 160,000 | 14,826 | 16,436 | 94.17% | 94.17% |
26/02/2020 | 7.21% | 0.14 | 0.15 | 160,000 | 160,000 | 160,000 | 160,000 | 21,541 | 23,141 | 98.14% | 98.14% |
25/02/2020 | 5.97% | 0.14 | 0.16 | 160,000 | 160,000 | 159,995 | 159,945 | 26,082 | 27,674 | 100.00% | 100.00% |
24/02/2020 | 6.38% | 0.15 | 0.16 | 160,000 | 160,000 | 159,984 | 160,000 | 24,356 | 25,959 | 99.46% | 99.46% |
21/02/2020 | 4.25% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 160,000 | 36,828 | 38,428 | 100.00% | 100.00% |
20/02/2020 | 3.71% | 0.24 | 0.25 | 160,000 | 160,000 | 160,000 | 159,991 | 42,325 | 43,923 | 100.00% | 100.00% |
19/02/2020 | 3.96% | 0.25 | 0.26 | 160,000 | 160,000 | 160,000 | 160,000 | 39,656 | 41,256 | 98.56% | 98.56% |
18/02/2020 | 4.15% | 0.23 | 0.24 | 160,000 | 160,000 | 160,000 | 159,997 | 37,812 | 39,411 | 89.91% | 89.91% |
17/02/2020 | 3.77% | 0.26 | 0.27 | 160,000 | 160,000 | 160,000 | 159,999 | 41,698 | 43,297 | 98.37% | 98.37% |