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 | - | - |
09/03/2020 | - | 2.09 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 30.38% |
06/03/2020 | - | 2.27 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 78.57% |
05/03/2020 | - | 2.56 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 88.25% |
04/03/2020 | - | 2.58 | 2.51 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 95.47% |
03/03/2020 | 1.25% | 2.47 | 2.50 | 100,000 | 100,000 | 100,000 | 100,000 | 246,343 | 249,451 | 93.50% | 93.50% |
02/03/2020 | 1.39% | 2.23 | 2.26 | 100,000 | 100,000 | 100,000 | 100,000 | 222,081 | 225,190 | 81.34% | 81.34% |
28/02/2020 | 1.43% | 2.10 | 2.13 | 100,000 | 100,000 | 100,650 | 100,650 | 217,394 | 220,514 | 97.59% | 97.59% |
27/02/2020 | 0.46% | 2.33 | 2.34 | 200,000 | 200,000 | 200,000 | 200,000 | 479,553 | 481,761 | 97.15% | 97.15% |
26/02/2020 | 0.45% | 2.52 | 2.53 | 200,000 | 200,000 | 200,000 | 200,000 | 494,682 | 496,889 | 87.74% | 87.74% |