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 | - | 0.92 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 65.43% |
25/02/2020 | - | 0.97 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.03% |
24/02/2020 | 1.03% | 1.06 | 0.98 | 500,000 | 250,000 | 250,000 | 250,000 | 240,454 | 242,954 | 13.81% | 14.60% |
21/02/2020 | 0.83% | 1.19 | 1.20 | 500,000 | 500,000 | 311,690 | 311,690 | 372,423 | 375,540 | 82.25% | 82.25% |
20/02/2020 | 0.81% | 1.21 | 1.22 | 500,000 | 500,000 | 306,065 | 306,065 | 375,927 | 378,988 | 94.60% | 94.60% |
19/02/2020 | 0.80% | 1.26 | 1.27 | 500,000 | 500,000 | 304,700 | 304,700 | 381,897 | 384,944 | 93.80% | 93.80% |
18/02/2020 | 0.86% | 1.24 | 1.25 | 500,000 | 500,000 | 308,302 | 308,302 | 361,390 | 364,473 | 88.22% | 88.22% |
17/02/2020 | 0.84% | 1.18 | 1.19 | 250,000 | 250,000 | 250,000 | 250,000 | 295,620 | 298,120 | 98.69% | 98.69% |
14/02/2020 | 0.84% | 1.20 | 1.21 | 500,000 | 500,000 | 305,036 | 305,036 | 363,309 | 366,360 | 96.65% | 96.65% |