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 | - | 1.20 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 65.42% |
25/02/2020 | - | 1.26 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.06% |
24/02/2020 | 0.80% | 1.34 | 1.26 | 500,000 | 250,000 | 250,000 | 250,000 | 312,363 | 314,863 | 13.84% | 14.63% |
21/02/2020 | 0.67% | 1.48 | 1.49 | 500,000 | 500,000 | 311,647 | 311,647 | 461,583 | 464,700 | 82.32% | 82.32% |
20/02/2020 | 0.66% | 1.50 | 1.51 | 500,000 | 500,000 | 306,195 | 306,195 | 463,627 | 466,689 | 94.38% | 94.38% |
19/02/2020 | 0.65% | 1.55 | 1.56 | 500,000 | 500,000 | 304,702 | 304,702 | 469,565 | 472,612 | 93.79% | 93.79% |
18/02/2020 | 0.69% | 1.53 | 1.54 | 500,000 | 500,000 | 305,027 | 305,027 | 444,743 | 447,793 | 86.59% | 86.59% |
17/02/2020 | 0.68% | 1.47 | 1.48 | 250,000 | 250,000 | 250,000 | 250,000 | 367,233 | 369,733 | 98.68% | 98.68% |
14/02/2020 | 0.67% | 1.49 | 1.50 | 500,000 | 500,000 | 305,060 | 305,060 | 450,859 | 453,910 | 96.61% | 96.61% |