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 | - | - |
27/04/2020 | - | 2.86 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.23% |
24/04/2020 | - | 2.81 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/04/2020 | - | 2.64 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22/04/2020 | 2.50% | 2.90 | 3.27 | 250,000 | 250,000 | 250,000 | 250,000 | 790,948 | 810,948 | 10.68% | 99.49% |
21/04/2020 | 2.27% | 2.91 | 2.99 | 260,000 | 260,000 | 260,000 | 260,000 | 733,665 | 750,648 | 97.40% | 97.40% |
20/04/2020 | 1.32% | 2.28 | 2.31 | 260,000 | 260,000 | 260,000 | 260,000 | 585,033 | 592,833 | 100.00% | 100.00% |
17/04/2020 | 1.40% | 2.12 | 2.15 | 260,000 | 260,000 | 260,000 | 260,000 | 553,872 | 561,672 | 100.00% | 100.00% |
16/04/2020 | 1.41% | 2.20 | 2.23 | 260,000 | 260,000 | 260,000 | 260,000 | 550,075 | 557,875 | 100.00% | 100.00% |
15/04/2020 | 3.34% | 2.17 | 2.24 | 260,000 | 260,000 | 260,000 | 260,000 | 535,601 | 553,801 | 99.73% | 99.73% |