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 | - | - |
31/01/2020 | 6.41% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 499,990 | 82,365 | 87,364 | 100.00% | 100.00% |
30/01/2020 | 5.09% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 96,355 | 101,355 | 100.00% | 100.00% |
29/01/2020 | 3.02% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 499,973 | 163,804 | 168,795 | 99.78% | 99.78% |
28/01/2020 | 3.88% | 0.32 | 0.33 | 500,000 | 500,000 | 499,990 | 499,999 | 127,824 | 132,827 | 100.00% | 100.00% |
27/01/2020 | 4.06% | 0.24 | 0.25 | 500,000 | 500,000 | 500,000 | 499,987 | 121,628 | 126,624 | 100.00% | 100.00% |
24/01/2020 | 2.03% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 245,229 | 250,229 | 98.31% | 98.31% |
23/01/2020 | 1.85% | 0.50 | 0.51 | 500,000 | 500,000 | 500,000 | 500,000 | 268,629 | 273,629 | 98.04% | 98.04% |
22/01/2020 | 1.38% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 499,992 | 359,982 | 364,977 | 99.68% | 99.68% |
21/01/2020 | 1.30% | 0.80 | 0.81 | 500,000 | 500,000 | 500,000 | 500,000 | 382,500 | 387,500 | 99.80% | 99.80% |