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 | - | - |
21/01/2020 | 4.05% | 0.32 | 0.33 | 300,000 | 300,000 | 300,000 | 300,000 | 116,742 | 121,494 | 96.97% | 96.97% |
20/01/2020 | 4.39% | 0.36 | 0.38 | 300,000 | 300,000 | 300,000 | 300,000 | 106,160 | 110,917 | 99.51% | 99.51% |
17/01/2020 | 3.42% | 0.42 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 136,838 | 141,530 | 97.43% | 97.43% |
16/01/2020 | 1.94% | 0.71 | 0.72 | 300,000 | 300,000 | 300,000 | 300,000 | 222,766 | 227,124 | 99.52% | 99.52% |
15/01/2020 | 1.92% | 0.73 | 0.75 | 300,000 | 300,000 | 300,000 | 300,000 | 224,504 | 228,848 | 98.86% | 98.86% |
14/01/2020 | 1.79% | 0.79 | 0.80 | 300,000 | 300,000 | 300,000 | 300,000 | 258,938 | 263,588 | 92.44% | 92.44% |
13/01/2020 | 2.00% | 0.85 | 0.87 | 300,000 | 300,000 | 300,000 | 300,000 | 236,546 | 241,315 | 96.79% | 96.79% |
10/01/2020 | 2.04% | 0.77 | 0.78 | 300,000 | 300,000 | 300,000 | 300,000 | 226,584 | 231,246 | 99.66% | 99.66% |
09/01/2020 | 2.00% | 0.77 | 0.78 | 300,000 | 300,000 | 300,000 | 300,000 | 218,704 | 223,098 | 97.12% | 97.12% |