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 | - | - |
20/05/2020 | - | 99.50 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.29% |
19/05/2020 | - | 99.50 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.47% |
18/05/2020 | - | 99.50 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/05/2020 | - | 99.50 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/05/2020 | - | 99.50 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.84% |
13/05/2020 | 1.06% | 99.14 | 100.19 | 250,000 | 200,000 | 250,000 | 234,176 | 247,770 | 234,570 | 52.78% | 100.00% |
12/05/2020 | 1.05% | 99.20 | 100.19 | 250,000 | 235,000 | 250,000 | 235,000 | 247,938 | 235,514 | 81.75% | 81.75% |
11/05/2020 | 1.08% | 99.22 | 100.22 | 250,000 | 235,000 | 250,000 | 235,000 | 247,960 | 235,624 | 97.97% | 97.97% |
08/05/2020 | 1.10% | 99.32 | 100.31 | 250,000 | 235,000 | 250,000 | 235,000 | 248,382 | 236,052 | 94.11% | 94.11% |