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 | - | - |
13/03/2020 | 5.53% | 0.40 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 53,406 | 56,406 | 100.00% | 100.00% |
12/03/2020 | 5.88% | 0.38 | 0.42 | 100,000 | 100,000 | 100,000 | 99,997 | 43,320 | 45,922 | 99.97% | 99.97% |
11/03/2020 | 1.46% | 0.68 | 0.69 | 200,000 | 200,000 | 200,000 | 199,999 | 136,604 | 138,603 | 99.08% | 99.08% |
10/03/2020 | 2.68% | 0.74 | 0.76 | 100,000 | 100,000 | 99,976 | 100,000 | 74,090 | 76,106 | 99.92% | 99.92% |
09/03/2020 | 4.50% | 0.76 | 0.79 | 200,000 | 200,000 | 200,000 | 199,999 | 131,359 | 137,359 | 98.49% | 98.49% |
06/03/2020 | 0.56% | 1.56 | 1.57 | 200,000 | 200,000 | 200,000 | 200,000 | 357,756 | 359,756 | 96.98% | 96.98% |
05/03/2020 | 0.47% | 2.13 | 2.14 | 200,000 | 200,000 | 200,000 | 200,000 | 421,898 | 423,898 | 100.00% | 100.00% |
04/03/2020 | 0.44% | 2.22 | 2.23 | 200,000 | 200,000 | 200,000 | 200,000 | 449,602 | 451,602 | 99.54% | 99.54% |
03/03/2020 | 0.43% | 2.25 | 2.26 | 200,000 | 200,000 | 200,000 | 200,000 | 462,502 | 464,502 | 99.96% | 99.96% |