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 | - | - |
26/02/2020 | - | 1.31 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 65.42% |
25/02/2020 | - | 1.36 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.06% |
24/02/2020 | 0.74% | 1.44 | 1.36 | 500,000 | 250,000 | 250,000 | 250,000 | 337,351 | 339,851 | 13.92% | 14.72% |
21/02/2020 | 0.63% | 1.58 | 1.59 | 500,000 | 500,000 | 311,599 | 311,599 | 492,704 | 495,820 | 82.39% | 82.39% |
20/02/2020 | 0.62% | 1.60 | 1.61 | 500,000 | 500,000 | 306,186 | 306,186 | 494,368 | 497,430 | 94.39% | 94.39% |
19/02/2020 | 0.61% | 1.65 | 1.66 | 500,000 | 500,000 | 304,705 | 304,705 | 500,243 | 503,290 | 93.79% | 93.79% |
18/02/2020 | 0.65% | 1.63 | 1.64 | 500,000 | 500,000 | 305,026 | 305,026 | 475,319 | 478,369 | 86.59% | 86.59% |
17/02/2020 | 0.64% | 1.57 | 1.58 | 250,000 | 250,000 | 250,000 | 250,000 | 392,267 | 394,767 | 98.69% | 98.69% |
14/02/2020 | 0.63% | 1.59 | 1.60 | 500,000 | 500,000 | 305,038 | 305,038 | 481,370 | 484,421 | 96.65% | 96.65% |