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 | - | - |
22/01/2020 | 3.21% | 0.90 | 0.93 | 10,000 | 10,000 | 9,998 | 9,998 | 9,201 | 9,501 | 99.90% | 99.90% |
21/01/2020 | 3.23% | 0.91 | 0.94 | 10,000 | 10,000 | 10,000 | 10,000 | 9,128 | 9,427 | 100.00% | 100.00% |
20/01/2020 | 3.27% | 0.95 | 0.98 | 10,000 | 10,000 | 9,964 | 10,000 | 8,993 | 9,326 | 100.00% | 100.00% |
17/01/2020 | 2.55% | 1.14 | 1.17 | 10,000 | 10,000 | 10,000 | 9,965 | 11,607 | 11,864 | 99.89% | 100.00% |
16/01/2020 | 3.09% | 0.97 | 1.00 | 10,000 | 10,000 | 10,000 | 10,000 | 9,574 | 9,874 | 99.77% | 99.77% |