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 | - | - |
28/01/2020 | 25.12% | 0.14 | 0.18 | 340,000 | 340,000 | 340,000 | 340,000 | 47,865 | 61,465 | 100.00% | 100.00% |
27/01/2020 | 25.50% | 0.13 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 61,244 | 78,684 | 99.92% | 99.92% |
24/01/2020 | 23.58% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 19,876 | 24,876 | 100.00% | 100.00% |
23/01/2020 | 26.35% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 17,375 | 22,375 | 99.16% | 99.16% |
22/01/2020 | 136.77% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,075 | 16,000 | 99.64% | 99.64% |
21/01/2020 | 145.95% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 16,000 | 88.25% | 99.61% |
20/01/2020 | 145.95% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 16,000 | 57.25% | 99.70% |
17/01/2020 | 88.63% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 6,244 | 16,000 | 100.00% | 100.00% |
16/01/2020 | 38.96% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 11,478 | 16,936 | 99.45% | 99.45% |