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 | 4.69% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 21,490 | 22,490 | 92.38% | 92.38% |
26/02/2020 | 4.16% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 24,199 | 25,199 | 98.38% | 98.38% |
25/02/2020 | 2.89% | 0.28 | 0.29 | 100,000 | 100,000 | 100,000 | 100,000 | 34,316 | 35,316 | 99.01% | 99.01% |
24/02/2020 | 2.50% | 0.36 | 0.37 | 100,000 | 100,000 | 100,000 | 100,000 | 39,769 | 40,769 | 100.00% | 100.00% |
21/02/2020 | 1.66% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 59,713 | 60,713 | 97.83% | 97.83% |
20/02/2020 | 1.73% | 0.58 | 0.59 | 100,000 | 100,000 | 100,000 | 100,000 | 57,445 | 58,445 | 100.00% | 100.00% |
19/02/2020 | 1.98% | 0.55 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 50,214 | 51,214 | 98.32% | 98.32% |
18/02/2020 | 2.36% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 41,878 | 42,878 | 92.58% | 92.58% |
17/02/2020 | 2.15% | 0.47 | 0.48 | 100,000 | 100,000 | 100,000 | 100,000 | 45,952 | 46,952 | 98.88% | 98.88% |