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 | 2.62% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 114,018 | 117,018 | 100.00% | 100.00% |
21/01/2020 | 2.33% | 0.46 | 0.47 | 300,000 | 300,000 | 300,000 | 300,000 | 127,779 | 130,779 | 100.00% | 100.00% |
20/01/2020 | 1.94% | 0.49 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 153,076 | 156,076 | 100.00% | 100.00% |
17/01/2020 | 2.10% | 0.47 | 0.48 | 300,000 | 300,000 | 300,000 | 300,000 | 141,660 | 144,660 | 99.93% | 99.93% |
16/01/2020 | 2.36% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 125,737 | 128,737 | 98.38% | 98.38% |
15/01/2020 | 2.39% | 0.36 | 0.37 | 300,000 | 300,000 | 300,000 | 300,000 | 124,159 | 127,159 | 100.00% | 100.00% |
14/01/2020 | 2.24% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 133,008 | 136,008 | 100.00% | 100.00% |
13/01/2020 | 2.10% | 0.41 | 0.42 | 300,000 | 300,000 | 300,000 | 300,000 | 141,920 | 144,920 | 100.00% | 100.00% |
10/01/2020 | 1.92% | 0.52 | 0.53 | 300,000 | 300,000 | 300,000 | 300,000 | 155,192 | 158,192 | 100.00% | 100.00% |