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 | 3.24% | 0.87 | 0.90 | 10,000 | 10,000 | 10,000 | 10,000 | 9,127 | 9,427 | 100.00% | 100.00% |
29/01/2020 | 3.10% | 0.95 | 0.98 | 10,000 | 10,000 | 9,996 | 10,000 | 9,532 | 9,835 | 99.56% | 99.56% |
28/01/2020 | 2.36% | 1.27 | 1.30 | 10,000 | 10,000 | 9,971 | 9,985 | 12,531 | 12,846 | 99.88% | 99.88% |
27/01/2020 | 1.91% | 1.47 | 1.50 | 10,000 | 10,000 | 10,000 | 9,996 | 15,556 | 15,849 | 100.00% | 100.00% |
24/01/2020 | 1.61% | 1.75 | 1.78 | 10,000 | 10,000 | 10,000 | 10,000 | 18,527 | 18,827 | 98.40% | 98.40% |
23/01/2020 | 1.63% | 1.90 | 1.93 | 10,000 | 10,000 | 10,000 | 9,991 | 18,237 | 18,523 | 99.28% | 99.28% |
22/01/2020 | 1.86% | 1.61 | 1.64 | 10,000 | 10,000 | 10,000 | 10,000 | 16,004 | 16,304 | 99.89% | 99.89% |
21/01/2020 | 1.86% | 1.60 | 1.63 | 10,000 | 10,000 | 10,000 | 10,000 | 16,014 | 16,314 | 100.00% | 100.00% |
20/01/2020 | 1.84% | 1.58 | 1.61 | 10,000 | 10,000 | 10,000 | 9,989 | 16,169 | 16,452 | 100.00% | 100.00% |