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 | - | - |
25/02/2020 | 10.54% | 0.05 | 0.06 | 500,000 | 50,000 | 441,739 | 50,000 | 48,490 | 6,209 | 90.43% | 90.43% |
24/02/2020 | 6.43% | 0.13 | 0.14 | 390,000 | 50,000 | 321,921 | 50,000 | 50,602 | 8,768 | 99.00% | 99.00% |
21/02/2020 | 3.08% | 0.34 | 0.35 | 150,000 | 50,000 | 142,401 | 50,000 | 51,629 | 18,780 | 97.74% | 97.74% |
20/02/2020 | 3.38% | 0.35 | 0.36 | 150,000 | 50,000 | 152,360 | 50,000 | 51,962 | 17,669 | 100.00% | 100.00% |
19/02/2020 | 4.42% | 0.32 | 0.33 | 160,000 | 50,000 | 192,540 | 50,000 | 51,232 | 14,036 | 100.00% | 100.00% |
18/02/2020 | 5.41% | 0.18 | 0.19 | 280,000 | 50,000 | 271,438 | 50,000 | 50,679 | 9,892 | 100.00% | 100.00% |
17/02/2020 | 4.47% | 0.24 | 0.25 | 210,000 | 50,000 | 223,291 | 50,000 | 50,457 | 11,852 | 100.00% | 100.00% |
14/02/2020 | 5.05% | 0.22 | 0.23 | 230,000 | 50,000 | 226,066 | 50,000 | 50,458 | 11,789 | 100.00% | 100.00% |
13/02/2020 | 4.23% | 0.24 | 0.25 | 210,000 | 50,000 | 213,206 | 50,000 | 50,479 | 12,368 | 100.00% | 100.00% |