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 | - | 3.12 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 26.36% |
06/03/2020 | - | 3.30 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.73% |
05/03/2020 | - | 3.50 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 3.54 | 3.54 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 0.89% | 3.50 | 3.53 | 25,000 | 25,000 | 25,000 | 25,000 | 88,022 | 88,806 | 81.42% | 81.42% |
02/03/2020 | 0.92% | 3.42 | 3.45 | 25,000 | 25,000 | 25,000 | 25,000 | 84,034 | 84,808 | 96.32% | 96.32% |
28/02/2020 | 0.94% | 3.28 | 3.31 | 25,000 | 25,000 | 25,064 | 25,064 | 82,522 | 83,300 | 96.75% | 96.75% |
27/02/2020 | 0.31% | 3.48 | 3.49 | 50,000 | 50,000 | 50,000 | 50,000 | 176,227 | 176,780 | 95.92% | 95.92% |
26/02/2020 | 0.32% | 3.61 | 3.62 | 50,000 | 50,000 | 50,000 | 50,000 | 177,643 | 178,206 | 99.66% | 99.66% |