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 | 2.86% | 0.37 | 0.38 | 140,000 | 50,000 | 136,182 | 50,000 | 52,191 | 19,733 | 100.00% | 100.00% |
21/01/2020 | 2.82% | 0.37 | 0.38 | 140,000 | 50,000 | 138,674 | 50,000 | 52,061 | 19,315 | 100.00% | 100.00% |
20/01/2020 | 2.95% | 0.38 | 0.39 | 140,000 | 50,000 | 141,982 | 50,000 | 51,679 | 18,754 | 87.24% | 87.24% |
17/01/2020 | 3.56% | 0.33 | 0.34 | 160,000 | 50,000 | 168,663 | 50,000 | 51,877 | 15,963 | 99.97% | 99.97% |
16/01/2020 | 3.74% | 0.27 | 0.28 | 190,000 | 50,000 | 176,512 | 50,000 | 51,388 | 15,129 | 100.00% | 100.00% |
15/01/2020 | 4.02% | 0.27 | 0.28 | 190,000 | 50,000 | 189,626 | 50,000 | 51,220 | 14,073 | 100.00% | 100.00% |
14/01/2020 | 4.51% | 0.24 | 0.25 | 210,000 | 50,000 | 211,116 | 50,000 | 50,360 | 12,498 | 100.00% | 100.00% |
13/01/2020 | 4.08% | 0.25 | 0.26 | 200,000 | 50,000 | 196,405 | 50,000 | 51,411 | 13,644 | 100.00% | 100.00% |
10/01/2020 | 4.39% | 0.24 | 0.25 | 210,000 | 50,000 | 209,580 | 50,000 | 50,363 | 12,564 | 100.00% | 100.00% |