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 | - | - |
22/01/2020 | 8.05% | 0.10 | 0.11 | 500,000 | 100,000 | 423,270 | 100,000 | 50,482 | 13,080 | 100.00% | 100.00% |
21/01/2020 | 6.89% | 0.14 | 0.15 | 360,000 | 100,000 | 355,519 | 100,000 | 50,718 | 15,320 | 100.00% | 100.00% |
20/01/2020 | 5.47% | 0.18 | 0.19 | 280,000 | 100,000 | 278,480 | 100,000 | 50,552 | 19,178 | 100.00% | 100.00% |
17/01/2020 | 6.01% | 0.16 | 0.17 | 320,000 | 100,000 | 300,996 | 100,000 | 50,967 | 18,002 | 100.00% | 100.00% |
16/01/2020 | 5.94% | 0.17 | 0.18 | 300,000 | 100,000 | 312,773 | 100,000 | 51,043 | 17,384 | 100.00% | 100.00% |
15/01/2020 | 5.54% | 0.17 | 0.19 | 300,000 | 100,000 | 266,017 | 100,000 | 50,448 | 20,113 | 100.00% | 100.00% |
14/01/2020 | 5.54% | 0.20 | 0.21 | 250,000 | 100,000 | 258,305 | 100,000 | 50,333 | 20,629 | 64.82% | 64.82% |
13/01/2020 | 7.10% | 0.17 | 0.18 | 300,000 | 100,000 | 306,736 | 100,000 | 50,976 | 17,905 | 100.00% | 100.00% |
10/01/2020 | 4.70% | 0.19 | 0.20 | 270,000 | 100,000 | 243,162 | 100,000 | 50,540 | 21,858 | 100.00% | 100.00% |