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 | - | - |
06/03/2020 | 0.61% | 1.40 | 1.41 | 500,000 | 500,000 | 500,000 | 499,999 | 817,573 | 822,571 | 99.05% | 99.05% |
05/03/2020 | 0.51% | 1.98 | 1.99 | 500,000 | 500,000 | 499,999 | 499,997 | 979,758 | 984,755 | 100.00% | 100.00% |
04/03/2020 | 0.48% | 2.07 | 2.08 | 500,000 | 500,000 | 499,999 | 500,000 | 1,048,620 | 1,053,620 | 100.00% | 100.00% |
03/03/2020 | 0.46% | 2.11 | 2.12 | 500,000 | 500,000 | 499,997 | 500,000 | 1,080,980 | 1,085,980 | 99.17% | 99.17% |
02/03/2020 | 0.52% | 2.00 | 2.01 | 500,000 | 500,000 | 500,000 | 500,000 | 968,801 | 973,801 | 99.66% | 99.66% |
28/02/2020 | 0.80% | 1.80 | 1.81 | 500,000 | 500,000 | 297,925 | 297,923 | 563,971 | 568,279 | 99.62% | 99.62% |
27/02/2020 | 0.49% | 2.01 | 2.02 | 500,000 | 500,000 | 500,000 | 499,999 | 1,019,340 | 1,024,340 | 98.71% | 98.71% |
26/02/2020 | 0.44% | 2.31 | 2.32 | 500,000 | 500,000 | 500,000 | 499,999 | 1,130,170 | 1,135,160 | 100.00% | 100.00% |
25/02/2020 | 0.41% | 2.39 | 2.40 | 500,000 | 500,000 | 500,000 | 499,999 | 1,227,070 | 1,232,070 | 99.44% | 99.44% |