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 | 0.66% | 1.29 | 1.30 | 500,000 | 500,000 | 499,989 | 499,977 | 761,064 | 766,044 | 96.88% | 96.88% |
05/03/2020 | 0.54% | 1.86 | 1.87 | 500,000 | 500,000 | 500,000 | 500,000 | 922,232 | 927,232 | 99.92% | 99.92% |
04/03/2020 | 0.50% | 1.96 | 1.97 | 500,000 | 500,000 | 500,000 | 500,000 | 991,091 | 996,091 | 99.91% | 99.91% |
03/03/2020 | 0.49% | 1.99 | 2.00 | 500,000 | 500,000 | 500,000 | 500,000 | 1,022,910 | 1,027,910 | 98.58% | 98.58% |
02/03/2020 | 0.55% | 1.89 | 1.90 | 500,000 | 500,000 | 500,000 | 500,000 | 910,838 | 915,838 | 99.92% | 99.92% |
28/02/2020 | 0.86% | 1.68 | 1.69 | 500,000 | 500,000 | 296,973 | 296,973 | 527,831 | 532,139 | 99.09% | 99.09% |
27/02/2020 | 0.52% | 1.89 | 1.90 | 500,000 | 500,000 | 500,000 | 500,000 | 960,785 | 965,785 | 99.08% | 99.08% |
26/02/2020 | 0.47% | 2.19 | 2.20 | 500,000 | 500,000 | 500,000 | 500,000 | 1,071,450 | 1,076,450 | 99.97% | 99.97% |
25/02/2020 | 0.43% | 2.27 | 2.28 | 500,000 | 500,000 | 500,000 | 500,000 | 1,168,260 | 1,173,260 | 99.51% | 99.51% |