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 | 3.47% | 0.45 | 0.47 | 250,000 | 250,000 | 220,784 | 220,782 | 127,613 | 132,060 | 99.89% | 99.89% |
12/03/2020 | 4.30% | 0.44 | 0.46 | 250,000 | 250,000 | 239,857 | 239,855 | 114,402 | 119,331 | 100.00% | 100.00% |
11/03/2020 | 1.35% | 0.74 | 0.75 | 250,000 | 250,000 | 249,997 | 249,978 | 183,638 | 186,124 | 99.27% | 99.27% |
10/03/2020 | 1.26% | 0.79 | 0.80 | 250,000 | 250,000 | 249,999 | 249,998 | 198,378 | 200,877 | 98.68% | 98.68% |
09/03/2020 | 2.25% | 0.83 | 0.84 | 250,000 | 250,000 | 222,219 | 222,180 | 159,926 | 163,300 | 99.55% | 99.55% |
06/03/2020 | 0.54% | 1.62 | 1.63 | 500,000 | 500,000 | 500,000 | 500,000 | 925,110 | 930,110 | 99.08% | 99.08% |
05/03/2020 | 0.46% | 2.20 | 2.21 | 500,000 | 500,000 | 500,000 | 500,000 | 1,089,150 | 1,094,150 | 100.00% | 100.00% |
04/03/2020 | 0.43% | 2.29 | 2.30 | 500,000 | 500,000 | 500,000 | 500,000 | 1,158,810 | 1,163,810 | 100.00% | 100.00% |
03/03/2020 | 0.42% | 2.32 | 2.33 | 500,000 | 500,000 | 500,000 | 500,000 | 1,190,860 | 1,195,860 | 99.13% | 99.13% |