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 | - | - |
07/02/2020 | 7.05% | 0.10 | 0.11 | 500,000 | 50,000 | 370,084 | 30,400 | 50,611 | 4,446 | 95.08% | 95.08% |
06/02/2020 | 9.10% | 0.12 | 0.13 | 420,000 | 50,000 | 462,160 | 31,500 | 48,731 | 3,716 | 81.24% | 96.56% |
05/02/2020 | 8.58% | 0.14 | 0.15 | 360,000 | 50,000 | 435,345 | 37,165 | 48,895 | 4,950 | 30.91% | 96.26% |
04/02/2020 | 5.40% | 0.16 | 0.17 | 320,000 | 50,000 | 281,628 | 30,268 | 50,693 | 5,713 | 95.48% | 95.48% |
03/02/2020 | 3.29% | 0.22 | 0.23 | 230,000 | 50,000 | 173,497 | 29,644 | 52,023 | 8,984 | 92.56% | 92.56% |
31/01/2020 | 2.98% | 0.37 | 0.38 | 140,000 | 50,000 | 155,737 | 30,520 | 51,536 | 10,532 | 96.29% | 96.29% |
30/01/2020 | 2.60% | 0.37 | 0.38 | 140,000 | 50,000 | 136,400 | 30,625 | 51,764 | 11,816 | 90.05% | 90.05% |
29/01/2020 | 3.15% | 0.35 | 0.36 | 150,000 | 50,000 | 165,570 | 30,651 | 51,708 | 10,085 | 93.34% | 93.34% |
28/01/2020 | 2.98% | 0.30 | 0.31 | 170,000 | 50,000 | 156,391 | 30,813 | 51,770 | 10,428 | 90.75% | 90.75% |