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 | - | - |
16/01/2020 | 2.88% | 1.02 | 1.05 | 10,000 | 10,000 | 10,000 | 10,000 | 10,284 | 10,584 | 99.65% | 99.65% |
15/01/2020 | 3.11% | 0.92 | 0.95 | 10,000 | 10,000 | 10,000 | 10,000 | 9,531 | 9,831 | 99.77% | 99.77% |
14/01/2020 | 2.61% | 1.10 | 1.13 | 10,000 | 10,000 | 10,000 | 10,000 | 11,412 | 11,711 | 99.02% | 100.00% |
13/01/2020 | 1.85% | 1.60 | 1.63 | 10,000 | 10,000 | 10,000 | 10,000 | 16,042 | 16,342 | 99.73% | 99.73% |
10/01/2020 | 1.62% | 1.64 | 1.67 | 10,000 | 10,000 | 9,998 | 10,000 | 18,486 | 18,791 | 99.49% | 99.49% |
09/01/2020 | 1.66% | 1.83 | 1.86 | 10,000 | 10,000 | 9,999 | 10,000 | 17,974 | 18,276 | 94.26% | 94.26% |
08/01/2020 | 2.14% | 1.42 | 1.45 | 10,000 | 10,000 | 10,000 | 9,989 | 13,890 | 14,175 | 100.00% | 100.00% |
07/01/2020 | 1.63% | 1.85 | 1.88 | 10,000 | 10,000 | 10,000 | 10,000 | 18,289 | 18,589 | 100.00% | 100.00% |
06/01/2020 | 1.39% | 2.15 | 2.18 | 10,000 | 10,000 | 10,000 | 10,000 | 21,463 | 21,763 | 100.00% | 100.00% |