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 | - | - |
08/01/2020 | 9.66% | 0.06 | 0.10 | 500,000 | 25,000 | 481,247 | 25,000 | 47,650 | 2,740 | 64.74% | 91.89% |
07/01/2020 | 10.46% | 0.09 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 45,345 | 5,035 | 11.36% | 96.49% |
06/01/2020 | 6.02% | 0.11 | 0.12 | 460,000 | 50,000 | 315,460 | 30,727 | 50,790 | 5,172 | 92.56% | 92.56% |
03/01/2020 | 6.69% | 0.13 | 0.14 | 390,000 | 50,000 | 352,169 | 31,541 | 50,850 | 4,778 | 79.84% | 79.84% |
30/12/2019 | 7.90% | 0.15 | 0.16 | 340,000 | 50,000 | 415,118 | 30,520 | 50,491 | 4,164 | 96.75% | 96.75% |
27/12/2019 | 7.84% | 0.11 | 0.12 | 460,000 | 50,000 | 411,234 | 50,000 | 50,421 | 6,671 | 21.35% | 95.64% |
23/12/2019 | 10.49% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 45,186 | 5,019 | 3.32% | 95.30% |
20/12/2019 | 10.50% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 29,294 | 45,139 | 2,941 | 36.08% | 94.51% |
19/12/2019 | 6.22% | 0.09 | 0.10 | 500,000 | 50,000 | 324,901 | 31,020 | 50,611 | 5,049 | 88.74% | 88.74% |