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 | - | - |
27/02/2020 | 10.18% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 14,548 | 16,048 | 99.92% | 99.92% |
26/02/2020 | 6.22% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 23,794 | 25,294 | 67.26% | 67.26% |
25/02/2020 | 5.33% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 27,482 | 28,982 | 99.99% | 99.99% |
24/02/2020 | 6.23% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 23,534 | 25,034 | 64.45% | 64.45% |
21/02/2020 | 3.22% | 0.30 | 0.31 | 150,000 | 150,000 | 150,000 | 150,000 | 45,866 | 47,366 | 99.99% | 99.99% |
20/02/2020 | 2.81% | 0.34 | 0.35 | 150,000 | 150,000 | 150,000 | 150,000 | 52,600 | 54,100 | 100.00% | 100.00% |
19/02/2020 | 2.84% | 0.35 | 0.36 | 150,000 | 150,000 | 150,000 | 150,000 | 52,167 | 53,667 | 95.40% | 95.40% |
18/02/2020 | 2.86% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 51,734 | 53,234 | 99.98% | 99.98% |
17/02/2020 | 2.35% | 0.42 | 0.43 | 150,000 | 150,000 | 150,000 | 150,000 | 63,010 | 64,510 | 99.80% | 99.80% |