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 | - | - |
23/01/2020 | 3.08% | 0.23 | 0.24 | 220,000 | 50,000 | 160,831 | 30,514 | 51,455 | 9,881 | 94.57% | 94.57% |
22/01/2020 | 5.37% | 0.30 | 0.31 | 170,000 | 50,000 | 272,855 | 30,518 | 50,663 | 6,924 | 91.32% | 91.32% |
21/01/2020 | 3.32% | 0.31 | 0.32 | 170,000 | 50,000 | 168,532 | 30,626 | 51,292 | 9,848 | 91.18% | 91.18% |
20/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/01/2020 | 4.67% | 0.23 | 0.24 | 220,000 | 50,000 | 240,813 | 32,204 | 50,352 | 7,057 | 74.01% | 74.01% |
16/01/2020 | 5.00% | 0.24 | 0.25 | 210,000 | 50,000 | 260,717 | 30,514 | 50,797 | 6,446 | 96.70% | 96.70% |
15/01/2020 | 4.67% | 0.19 | 0.20 | 270,000 | 50,000 | 241,422 | 30,440 | 50,484 | 6,626 | 96.30% | 96.30% |
14/01/2020 | 5.13% | 0.21 | 0.22 | 240,000 | 50,000 | 267,797 | 30,501 | 50,763 | 6,428 | 91.35% | 91.35% |
13/01/2020 | 3.43% | 0.22 | 0.23 | 230,000 | 50,000 | 179,422 | 30,492 | 51,366 | 8,918 | 95.91% | 95.91% |