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 | 4.97% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 40,919 | 42,919 | 100.00% | 100.00% |
21/01/2020 | 3.95% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 50,126 | 52,126 | 100.00% | 100.00% |
20/01/2020 | 2.94% | 0.32 | 0.33 | 200,000 | 200,000 | 200,000 | 200,000 | 67,050 | 69,050 | 100.00% | 100.00% |
17/01/2020 | 3.31% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 59,483 | 61,483 | 99.92% | 99.92% |
16/01/2020 | 4.04% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 48,864 | 50,864 | 98.43% | 98.43% |
15/01/2020 | 4.12% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 47,926 | 49,926 | 100.00% | 100.00% |
14/01/2020 | 3.70% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 53,596 | 55,596 | 100.00% | 100.00% |
13/01/2020 | 3.34% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 59,349 | 61,349 | 100.00% | 100.00% |
10/01/2020 | 2.90% | 0.34 | 0.35 | 200,000 | 200,000 | 200,000 | 200,000 | 68,163 | 70,163 | 100.00% | 100.00% |