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 | - | - |
13/01/2020 | 2.56% | 1.15 | 1.18 | 10,000 | 10,000 | 9,947 | 10,000 | 11,491 | 11,852 | 99.73% | 99.73% |
10/01/2020 | 2.14% | 1.19 | 1.22 | 10,000 | 10,000 | 10,000 | 9,987 | 13,941 | 14,221 | 99.63% | 99.63% |
09/01/2020 | 2.21% | 1.37 | 1.40 | 10,000 | 10,000 | 10,000 | 10,000 | 13,429 | 13,729 | 94.35% | 94.35% |
08/01/2020 | 3.16% | 0.97 | 1.00 | 10,000 | 10,000 | 9,997 | 9,996 | 9,358 | 9,657 | 100.00% | 100.00% |
07/01/2020 | 2.16% | 1.39 | 1.42 | 10,000 | 10,000 | 10,000 | 9,998 | 13,753 | 14,051 | 100.00% | 100.00% |
06/01/2020 | 1.76% | 1.70 | 1.73 | 10,000 | 10,000 | 10,000 | 9,999 | 16,936 | 17,234 | 100.00% | 100.00% |
03/01/2020 | 1.55% | 1.86 | 1.89 | 10,000 | 10,000 | 10,000 | 10,000 | 19,184 | 19,484 | 99.36% | 99.36% |
30/12/2019 | 1.54% | 1.99 | 2.02 | 10,000 | 10,000 | 10,000 | 10,000 | 19,299 | 19,599 | 100.00% | 100.00% |
27/12/2019 | 1.45% | 2.00 | 2.03 | 10,000 | 10,000 | 10,000 | 10,000 | 20,573 | 20,873 | 100.00% | 100.00% |