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 | - | - |
17/03/2020 | 5.42% | 0.41 | 0.43 | 250,000 | 250,000 | 249,993 | 249,789 | 90,396 | 95,316 | 96.70% | 96.70% |
13/03/2020 | 2.52% | 0.67 | 0.69 | 250,000 | 250,000 | 220,680 | 220,660 | 175,832 | 180,261 | 99.96% | 99.96% |
12/03/2020 | 2.98% | 0.66 | 0.68 | 250,000 | 250,000 | 239,862 | 239,861 | 166,155 | 171,084 | 99.99% | 99.99% |
11/03/2020 | 1.05% | 0.95 | 0.96 | 250,000 | 250,000 | 249,994 | 249,994 | 236,926 | 239,425 | 98.76% | 98.76% |
10/03/2020 | 0.99% | 1.00 | 1.01 | 250,000 | 250,000 | 249,993 | 249,993 | 251,842 | 254,342 | 98.58% | 98.58% |
09/03/2020 | 1.73% | 1.05 | 1.06 | 250,000 | 250,000 | 222,555 | 222,447 | 208,030 | 211,334 | 99.37% | 99.37% |
06/03/2020 | 0.48% | 1.83 | 1.84 | 500,000 | 500,000 | 500,000 | 499,996 | 1,033,870 | 1,038,860 | 98.63% | 98.63% |
05/03/2020 | 0.42% | 2.42 | 2.43 | 500,000 | 500,000 | 500,000 | 500,000 | 1,199,670 | 1,204,670 | 100.00% | 100.00% |
04/03/2020 | 0.39% | 2.51 | 2.52 | 500,000 | 500,000 | 500,000 | 500,000 | 1,269,250 | 1,274,250 | 100.00% | 100.00% |