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 | 5.43% | 0.41 | 0.44 | 100,000 | 100,000 | 100,000 | 100,000 | 54,518 | 57,518 | 100.00% | 100.00% |
12/03/2020 | 5.76% | 0.38 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 44,294 | 46,897 | 99.97% | 99.97% |
11/03/2020 | 1.40% | 0.71 | 0.72 | 200,000 | 200,000 | 200,000 | 200,000 | 142,503 | 144,503 | 100.00% | 100.00% |
10/03/2020 | 2.56% | 0.77 | 0.79 | 100,000 | 100,000 | 100,000 | 100,000 | 77,710 | 79,710 | 100.00% | 100.00% |
09/03/2020 | 4.29% | 0.80 | 0.83 | 200,000 | 200,000 | 200,000 | 199,998 | 138,106 | 144,104 | 98.49% | 98.49% |
06/03/2020 | 0.53% | 1.63 | 1.64 | 200,000 | 200,000 | 200,000 | 200,000 | 377,042 | 379,042 | 100.00% | 100.00% |
05/03/2020 | 0.45% | 2.22 | 2.23 | 200,000 | 200,000 | 200,000 | 200,000 | 439,238 | 441,238 | 100.00% | 100.00% |
04/03/2020 | 0.43% | 2.31 | 2.32 | 200,000 | 200,000 | 200,000 | 200,000 | 466,851 | 468,851 | 99.96% | 99.96% |
03/03/2020 | 0.42% | 2.34 | 2.35 | 200,000 | 200,000 | 200,000 | 200,000 | 479,672 | 481,672 | 100.00% | 100.00% |