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 | - | - |
17/01/2020 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 88.23% |
16/01/2020 | - | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 91.59% |
15/01/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 99.29% | 99.29% |
14/01/2020 | 109.84% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,004 | 20,075 | 98.97% | 98.97% |
13/01/2020 | 66.24% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,986 | 1,000,000 | 10,127 | 20,127 | 96.63% | 96.63% |
10/01/2020 | 60.53% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,977 | 1,000,000 | 11,843 | 21,844 | 97.70% | 97.70% |
09/01/2020 | 35.48% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 999,998 | 23,421 | 33,421 | 90.45% | 90.45% |
08/01/2020 | 10.66% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 999,987 | 999,971 | 96,967 | 106,965 | 94.67% | 94.67% |
07/01/2020 | 10.67% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 999,969 | 999,915 | 89,826 | 99,821 | 96.33% | 96.33% |