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 | 2.16% | 0.34 | 0.35 | 500,000 | 500,000 | 307,930 | 307,930 | 140,671 | 143,750 | 89.87% | 89.87% |
21/01/2020 | 1.07% | 0.71 | 0.72 | 500,000 | 500,000 | 310,030 | 310,030 | 281,947 | 285,047 | 86.49% | 86.49% |
20/01/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/01/2020 | 0.98% | 1.05 | 1.06 | 500,000 | 500,000 | 306,491 | 306,491 | 310,950 | 314,015 | 94.40% | 94.40% |
16/01/2020 | 0.91% | 1.15 | 1.16 | 500,000 | 500,000 | 308,792 | 308,792 | 341,426 | 344,514 | 90.69% | 90.69% |
15/01/2020 | 1.23% | 0.83 | 0.84 | 500,000 | 500,000 | 304,624 | 304,624 | 247,785 | 250,831 | 92.73% | 92.73% |