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 | - | - |
30/01/2020 | 15.56% | 0.06 | 0.07 | 160,000 | 160,000 | 160,000 | 160,000 | 9,543 | 11,143 | 100.00% | 100.00% |
29/01/2020 | 9.73% | 0.09 | 0.10 | 160,000 | 160,000 | 160,000 | 160,000 | 15,956 | 17,556 | 99.81% | 99.81% |
28/01/2020 | 10.85% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 14,757 | 16,357 | 100.00% | 100.00% |
27/01/2020 | 12.59% | 0.06 | 0.07 | 160,000 | 160,000 | 160,000 | 160,000 | 12,223 | 13,823 | 100.00% | 100.00% |
24/01/2020 | 5.94% | 0.15 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 26,301 | 27,901 | 98.30% | 98.30% |
23/01/2020 | 5.17% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 30,461 | 32,061 | 99.34% | 99.34% |
22/01/2020 | 4.05% | 0.22 | 0.23 | 160,000 | 160,000 | 160,000 | 160,000 | 38,720 | 40,320 | 100.00% | 100.00% |
21/01/2020 | 3.75% | 0.27 | 0.28 | 160,000 | 160,000 | 160,000 | 160,000 | 41,845 | 43,445 | 100.00% | 100.00% |
20/01/2020 | 3.40% | 0.28 | 0.29 | 160,000 | 160,000 | 160,000 | 160,000 | 46,283 | 47,883 | 99.27% | 99.27% |