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 | - | - |
26/02/2020 | - | 0.85 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/02/2020 | - | 1.00 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 86.10% |
24/02/2020 | 0.98% | 1.04 | 1.03 | 500,000 | 500,000 | 500,000 | 500,000 | 506,425 | 511,425 | 30.10% | 31.00% |
21/02/2020 | 0.83% | 1.15 | 1.16 | 500,000 | 500,000 | 500,000 | 500,000 | 597,467 | 602,467 | 94.11% | 94.11% |
20/02/2020 | 0.81% | 1.21 | 1.22 | 500,000 | 500,000 | 500,000 | 500,000 | 611,194 | 616,194 | 99.51% | 99.51% |
19/02/2020 | 0.83% | 1.21 | 1.22 | 500,000 | 500,000 | 500,000 | 500,000 | 601,385 | 606,385 | 99.49% | 99.49% |
18/02/2020 | 0.85% | 1.16 | 1.17 | 500,000 | 500,000 | 500,000 | 500,000 | 586,389 | 591,389 | 98.57% | 98.57% |
17/02/2020 | 0.82% | 1.21 | 1.22 | 500,000 | 500,000 | 500,000 | 500,000 | 605,345 | 610,345 | 98.03% | 98.03% |
14/02/2020 | 0.76% | 1.27 | 1.28 | 500,000 | 500,000 | 500,000 | 500,000 | 653,847 | 658,847 | 99.47% | 99.47% |