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 | - | - |
27/02/2020 | 3.27% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 46,373 | 47,873 | 98.98% | 99.71% |
26/02/2020 | 2.38% | 0.44 | 0.45 | 150,000 | 150,000 | 150,000 | 150,000 | 62,425 | 63,925 | 65.55% | 66.37% |
25/02/2020 | 1.78% | 0.49 | 0.50 | 150,000 | 150,000 | 150,000 | 150,000 | 84,015 | 85,515 | 99.12% | 99.86% |
24/02/2020 | 1.41% | 0.67 | 0.68 | 150,000 | 150,000 | 150,000 | 150,001 | 105,464 | 106,964 | 99.25% | 99.82% |
21/02/2020 | 1.07% | 0.91 | 0.92 | 150,000 | 150,000 | 150,000 | 150,000 | 139,659 | 141,159 | 99.47% | 99.94% |
20/02/2020 | 1.01% | 0.95 | 0.96 | 150,000 | 150,000 | 150,000 | 150,000 | 147,893 | 149,393 | 99.99% | 99.99% |
19/02/2020 | 0.98% | 1.03 | 1.04 | 150,000 | 150,000 | 150,000 | 150,000 | 151,605 | 153,105 | 95.15% | 95.39% |
18/02/2020 | 1.01% | 0.99 | 1.00 | 150,000 | 150,000 | 150,000 | 150,000 | 147,273 | 148,773 | 99.78% | 100.00% |
17/02/2020 | 1.01% | 1.00 | 1.01 | 150,000 | 150,000 | 150,000 | 150,000 | 148,236 | 149,736 | 99.62% | 99.85% |