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 | - | - |
07/02/2020 | 2.99% | 0.96 | 0.99 | 10,000 | 10,000 | 10,000 | 9,999 | 9,899 | 10,198 | 99.37% | 99.37% |
06/02/2020 | 2.78% | 0.96 | 0.99 | 10,000 | 10,000 | 9,997 | 9,999 | 10,713 | 11,016 | 100.00% | 100.00% |
05/02/2020 | 2.10% | 1.32 | 1.35 | 10,000 | 10,000 | 10,000 | 10,000 | 14,181 | 14,481 | 99.44% | 99.44% |
04/02/2020 | 1.88% | 1.57 | 1.60 | 10,000 | 10,000 | 10,000 | 10,000 | 15,848 | 16,148 | 99.67% | 99.67% |
03/02/2020 | 2.08% | 1.45 | 1.48 | 10,000 | 10,000 | 10,000 | 10,000 | 14,301 | 14,601 | 99.38% | 99.38% |
31/01/2020 | 2.04% | 1.43 | 1.46 | 10,000 | 10,000 | 10,000 | 9,999 | 14,586 | 14,885 | 100.00% | 100.00% |
30/01/2020 | 2.09% | 1.38 | 1.41 | 10,000 | 10,000 | 10,000 | 10,000 | 14,230 | 14,530 | 99.54% | 99.54% |
29/01/2020 | 2.03% | 1.46 | 1.49 | 10,000 | 10,000 | 9,988 | 9,975 | 14,649 | 14,929 | 99.47% | 99.47% |
28/01/2020 | 1.72% | 1.74 | 1.77 | 10,000 | 10,000 | 10,000 | 9,999 | 17,274 | 17,573 | 99.86% | 99.86% |