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 | - | - |
11/02/2020 | 2.09% | 0.87 | 0.90 | 10,000 | 9,000 | 10,000 | 9,999 | 14,309 | 14,609 | 96.46% | 96.46% |
07/02/2020 | 2.00% | 1.47 | 1.50 | 10,000 | 10,000 | 10,000 | 10,000 | 14,844 | 15,144 | 99.36% | 99.36% |
06/02/2020 | 1.94% | 1.46 | 1.49 | 10,000 | 10,000 | 10,000 | 10,000 | 15,363 | 15,663 | 100.00% | 100.00% |
05/02/2020 | 1.61% | 1.69 | 1.72 | 10,000 | 10,000 | 10,000 | 10,000 | 18,559 | 18,859 | 99.48% | 99.48% |
04/02/2020 | 1.45% | 2.03 | 2.06 | 10,000 | 10,000 | 10,000 | 10,000 | 20,506 | 20,806 | 99.70% | 99.70% |
03/02/2020 | 1.57% | 1.92 | 1.95 | 10,000 | 10,000 | 10,000 | 10,000 | 18,920 | 19,220 | 100.00% | 100.00% |
31/01/2020 | 1.55% | 1.90 | 1.93 | 10,000 | 10,000 | 10,000 | 10,000 | 19,242 | 19,542 | 100.00% | 100.00% |
30/01/2020 | 1.58% | 1.85 | 1.88 | 10,000 | 10,000 | 10,000 | 10,000 | 18,895 | 19,195 | 99.54% | 99.54% |
29/01/2020 | 1.54% | 1.93 | 1.96 | 10,000 | 10,000 | 10,000 | 10,000 | 19,355 | 19,654 | 99.41% | 99.41% |