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 | 3.98% | 0.23 | 0.25 | 220,000 | 50,000 | 189,972 | 50,000 | 51,212 | 14,377 | 93.18% | 93.18% |
26/02/2020 | 3.71% | 0.36 | 0.37 | 140,000 | 50,000 | 171,751 | 50,000 | 51,363 | 15,816 | 99.65% | 99.65% |
25/02/2020 | 2.86% | 0.35 | 0.36 | 150,000 | 50,000 | 127,628 | 50,000 | 51,902 | 20,995 | 96.98% | 96.98% |
24/02/2020 | 2.23% | 0.43 | 0.44 | 120,000 | 50,000 | 113,313 | 50,000 | 52,298 | 23,725 | 100.00% | 100.00% |
21/02/2020 | 1.70% | 0.64 | 0.65 | 80,000 | 50,000 | 80,351 | 50,000 | 53,233 | 33,703 | 97.74% | 97.74% |
20/02/2020 | 1.86% | 0.65 | 0.66 | 80,000 | 50,000 | 80,637 | 50,000 | 51,553 | 32,575 | 100.00% | 100.00% |
19/02/2020 | 1.83% | 0.62 | 0.63 | 90,000 | 50,000 | 93,391 | 50,000 | 52,971 | 28,933 | 100.00% | 100.00% |
18/02/2020 | 2.14% | 0.48 | 0.49 | 110,000 | 50,000 | 108,031 | 50,000 | 52,389 | 24,786 | 100.00% | 100.00% |
17/02/2020 | 1.94% | 0.54 | 0.55 | 100,000 | 50,000 | 100,008 | 50,000 | 52,414 | 26,718 | 100.00% | 100.00% |