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 | 4.12% | 0.36 | 0.38 | 250,000 | 250,000 | 220,713 | 220,680 | 107,355 | 111,783 | 99.87% | 99.87% |
12/03/2020 | 5.30% | 0.35 | 0.37 | 250,000 | 250,000 | 239,899 | 239,894 | 92,419 | 97,349 | 99.38% | 99.38% |
11/03/2020 | 1.55% | 0.64 | 0.65 | 250,000 | 250,000 | 249,950 | 249,993 | 160,462 | 162,992 | 99.34% | 99.34% |
10/03/2020 | 1.42% | 0.70 | 0.71 | 250,000 | 250,000 | 249,998 | 249,997 | 175,469 | 177,968 | 96.38% | 96.38% |
09/03/2020 | 2.55% | 0.74 | 0.75 | 250,000 | 250,000 | 222,146 | 221,974 | 140,474 | 143,759 | 99.36% | 99.36% |
06/03/2020 | 0.57% | 1.53 | 1.54 | 500,000 | 500,000 | 500,000 | 500,000 | 880,993 | 885,993 | 98.18% | 98.18% |
05/03/2020 | 0.48% | 2.11 | 2.12 | 500,000 | 500,000 | 500,000 | 500,000 | 1,044,070 | 1,049,070 | 100.00% | 100.00% |
04/03/2020 | 0.45% | 2.20 | 2.21 | 500,000 | 500,000 | 500,000 | 500,000 | 1,113,630 | 1,118,630 | 100.00% | 100.00% |
03/03/2020 | 0.44% | 2.23 | 2.24 | 500,000 | 500,000 | 500,000 | 500,000 | 1,145,510 | 1,150,510 | 99.08% | 99.08% |