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 | 5.55% | 0.16 | 0.17 | 320,000 | 100,000 | 278,524 | 100,000 | 50,839 | 19,405 | 100.00% | 100.00% |
21/01/2020 | 5.01% | 0.20 | 0.21 | 250,000 | 100,000 | 245,825 | 100,000 | 50,359 | 21,570 | 100.00% | 100.00% |
20/01/2020 | 4.06% | 0.24 | 0.25 | 210,000 | 100,000 | 206,588 | 100,000 | 50,264 | 25,349 | 100.00% | 100.00% |
17/01/2020 | 5.33% | 0.23 | 0.24 | 220,000 | 100,000 | 217,050 | 100,000 | 50,526 | 24,569 | 100.00% | 100.00% |
16/01/2020 | 5.15% | 0.24 | 0.25 | 210,000 | 100,000 | 224,971 | 100,000 | 50,508 | 23,692 | 100.00% | 100.00% |
15/01/2020 | 4.50% | 0.24 | 0.25 | 210,000 | 100,000 | 202,985 | 100,000 | 51,059 | 26,345 | 100.00% | 100.00% |
14/01/2020 | 4.07% | 0.26 | 0.27 | 200,000 | 100,000 | 200,825 | 100,000 | 51,608 | 26,772 | 64.82% | 64.82% |
13/01/2020 | 5.00% | 0.23 | 0.24 | 220,000 | 100,000 | 220,426 | 100,000 | 50,507 | 24,131 | 100.00% | 100.00% |
10/01/2020 | 3.86% | 0.25 | 0.26 | 200,000 | 100,000 | 188,840 | 100,000 | 51,026 | 28,135 | 100.00% | 100.00% |