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 | - | - |
26/02/2020 | 1.00% | 1.26 | 1.27 | 500,000 | 500,000 | 500,000 | 499,999 | 509,912 | 514,911 | 99.60% | 99.60% |
25/02/2020 | 0.54% | 1.50 | 1.51 | 500,000 | 500,000 | 500,000 | 499,994 | 917,921 | 922,911 | 99.18% | 99.18% |
24/02/2020 | 0.49% | 1.93 | 1.94 | 500,000 | 500,000 | 500,000 | 500,000 | 1,015,120 | 1,020,120 | 100.00% | 100.00% |
21/02/2020 | 0.35% | 2.76 | 2.77 | 500,000 | 500,000 | 500,000 | 500,000 | 1,419,280 | 1,424,280 | 98.67% | 98.67% |
20/02/2020 | 0.32% | 3.01 | 3.02 | 500,000 | 500,000 | 500,000 | 500,000 | 1,546,010 | 1,551,010 | 100.00% | 100.00% |
19/02/2020 | 0.32% | 3.16 | 3.17 | 500,000 | 500,000 | 500,000 | 500,000 | 1,544,580 | 1,549,580 | 100.00% | 100.00% |
18/02/2020 | 0.33% | 2.97 | 2.98 | 500,000 | 500,000 | 500,000 | 500,000 | 1,520,650 | 1,525,650 | 89.58% | 89.58% |
17/02/2020 | 0.31% | 3.25 | 3.26 | 500,000 | 500,000 | 500,000 | 500,000 | 1,617,240 | 1,622,240 | 99.49% | 99.49% |
14/02/2020 | 0.31% | 3.21 | 3.22 | 500,000 | 500,000 | 500,000 | 500,000 | 1,622,070 | 1,627,070 | 99.73% | 99.73% |