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 | 3.98% | 0.27 | 0.28 | 190,000 | 50,000 | 184,504 | 50,000 | 51,256 | 14,470 | 100.00% | 100.00% |
21/01/2020 | 3.89% | 0.27 | 0.28 | 190,000 | 50,000 | 190,201 | 50,000 | 51,250 | 14,023 | 100.00% | 100.00% |
20/01/2020 | 4.02% | 0.27 | 0.28 | 190,000 | 50,000 | 197,543 | 50,000 | 51,056 | 13,471 | 87.24% | 87.24% |
17/01/2020 | 5.39% | 0.23 | 0.24 | 220,000 | 50,000 | 249,436 | 50,000 | 50,399 | 10,713 | 99.97% | 99.97% |
16/01/2020 | 5.72% | 0.17 | 0.18 | 300,000 | 50,000 | 273,021 | 50,000 | 50,857 | 9,885 | 100.00% | 100.00% |
15/01/2020 | 6.51% | 0.17 | 0.18 | 300,000 | 50,000 | 310,846 | 50,000 | 51,065 | 8,782 | 100.00% | 100.00% |
14/01/2020 | 7.94% | 0.13 | 0.14 | 390,000 | 50,000 | 379,478 | 50,000 | 50,600 | 7,256 | 100.00% | 100.00% |
13/01/2020 | 6.94% | 0.15 | 0.16 | 340,000 | 50,000 | 328,014 | 50,000 | 51,050 | 8,359 | 100.00% | 100.00% |
10/01/2020 | 7.75% | 0.13 | 0.14 | 390,000 | 50,000 | 375,419 | 50,000 | 50,547 | 7,291 | 100.00% | 100.00% |