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 | 6.50% | 0.13 | 0.15 | 390,000 | 50,000 | 308,568 | 50,000 | 50,688 | 9,256 | 83.94% | 83.94% |
26/02/2020 | 5.43% | 0.27 | 0.28 | 190,000 | 50,000 | 255,186 | 50,000 | 50,673 | 10,907 | 93.90% | 93.90% |
25/02/2020 | 3.26% | 0.26 | 0.27 | 200,000 | 50,000 | 164,970 | 50,000 | 51,806 | 16,311 | 96.99% | 96.99% |
24/02/2020 | 2.87% | 0.33 | 0.34 | 160,000 | 50,000 | 142,433 | 50,000 | 52,032 | 18,963 | 99.00% | 99.00% |
21/02/2020 | 2.05% | 0.55 | 0.56 | 100,000 | 50,000 | 93,899 | 50,000 | 53,200 | 28,971 | 98.42% | 98.42% |
20/02/2020 | 1.86% | 0.55 | 0.57 | 100,000 | 50,000 | 98,089 | 50,000 | 53,618 | 27,867 | 100.00% | 100.00% |
19/02/2020 | 2.17% | 0.53 | 0.54 | 100,000 | 50,000 | 109,924 | 50,000 | 51,953 | 24,233 | 100.00% | 100.00% |
18/02/2020 | 2.63% | 0.39 | 0.40 | 130,000 | 50,000 | 132,845 | 50,000 | 52,005 | 20,112 | 100.00% | 100.00% |
17/02/2020 | 2.51% | 0.44 | 0.45 | 120,000 | 50,000 | 121,338 | 50,000 | 52,315 | 22,119 | 100.00% | 100.00% |