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 | - | 1.01 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 65.43% |
25/02/2020 | - | 1.07 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.03% |
24/02/2020 | 0.94% | 1.15 | 1.07 | 500,000 | 250,000 | 250,000 | 250,000 | 263,768 | 266,268 | 13.92% | 14.72% |
21/02/2020 | 0.77% | 1.29 | 1.30 | 500,000 | 500,000 | 311,600 | 311,600 | 401,813 | 404,929 | 82.39% | 82.39% |
20/02/2020 | 0.75% | 1.30 | 1.31 | 500,000 | 500,000 | 305,285 | 305,285 | 403,603 | 406,656 | 94.22% | 94.22% |
19/02/2020 | 0.74% | 1.36 | 1.37 | 500,000 | 500,000 | 304,109 | 304,109 | 409,578 | 412,620 | 93.51% | 93.51% |
18/02/2020 | 0.80% | 1.33 | 1.34 | 500,000 | 500,000 | 304,600 | 304,600 | 385,224 | 388,270 | 86.40% | 86.40% |
17/02/2020 | 0.78% | 1.28 | 1.29 | 250,000 | 250,000 | 250,000 | 250,000 | 319,536 | 322,036 | 98.69% | 98.69% |
14/02/2020 | 0.78% | 1.30 | 1.31 | 500,000 | 500,000 | 305,042 | 305,042 | 391,863 | 394,914 | 96.64% | 96.64% |