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 | 9.42% | 0.12 | 0.14 | 420,000 | 50,000 | 384,095 | 50,000 | 50,640 | 7,318 | 100.00% | 100.00% |
21/01/2020 | 6.63% | 0.17 | 0.18 | 300,000 | 50,000 | 292,423 | 50,000 | 50,806 | 9,321 | 100.00% | 100.00% |
20/01/2020 | 5.86% | 0.20 | 0.22 | 250,000 | 50,000 | 241,105 | 50,000 | 50,326 | 11,075 | 100.00% | 100.00% |
17/01/2020 | 5.10% | 0.23 | 0.24 | 220,000 | 50,000 | 221,311 | 50,000 | 50,592 | 12,072 | 100.00% | 100.00% |
16/01/2020 | 6.83% | 0.20 | 0.21 | 250,000 | 50,000 | 268,365 | 50,000 | 50,943 | 10,173 | 100.00% | 100.00% |
15/01/2020 | 6.52% | 0.21 | 0.22 | 240,000 | 50,000 | 233,251 | 50,000 | 50,413 | 11,569 | 100.00% | 100.00% |
14/01/2020 | 4.87% | 0.26 | 0.28 | 200,000 | 50,000 | 187,069 | 50,000 | 51,226 | 14,386 | 100.00% | 100.00% |
13/01/2020 | 4.93% | 0.27 | 0.29 | 190,000 | 50,000 | 196,685 | 50,000 | 51,522 | 13,768 | 100.00% | 100.00% |
10/01/2020 | 4.23% | 0.29 | 0.30 | 180,000 | 50,000 | 187,594 | 50,000 | 51,237 | 14,265 | 100.00% | 100.00% |