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 | - | - |
14/02/2020 | 2.76% | 0.31 | 0.32 | 260,000 | 260,000 | 260,000 | 260,000 | 93,387 | 95,987 | 100.00% | 100.00% |
13/02/2020 | 2.40% | 0.38 | 0.39 | 260,000 | 260,000 | 260,000 | 260,000 | 107,380 | 109,980 | 98.06% | 98.06% |
12/02/2020 | 2.34% | 0.42 | 0.43 | 260,000 | 260,000 | 260,000 | 260,000 | 110,299 | 112,899 | 100.00% | 100.00% |
11/02/2020 | 2.05% | 0.50 | 0.51 | 260,000 | 260,000 | 260,000 | 260,000 | 125,512 | 128,112 | 100.00% | 100.00% |
07/02/2020 | 2.17% | 0.44 | 0.45 | 280,000 | 280,000 | 280,000 | 280,000 | 128,188 | 130,988 | 99.69% | 99.69% |
06/02/2020 | 2.37% | 0.42 | 0.43 | 280,000 | 280,000 | 280,000 | 280,000 | 117,697 | 120,497 | 99.33% | 99.33% |
05/02/2020 | 2.29% | 0.40 | 0.41 | 270,000 | 270,000 | 270,000 | 270,000 | 117,413 | 120,113 | 99.55% | 99.55% |
04/02/2020 | 2.24% | 0.46 | 0.47 | 270,000 | 270,000 | 270,000 | 270,000 | 119,656 | 122,356 | 100.00% | 100.00% |
03/02/2020 | 2.60% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 114,521 | 117,521 | 100.00% | 100.00% |