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 | 0.70% | 1.19 | 1.20 | 500,000 | 500,000 | 500,000 | 500,000 | 710,333 | 715,333 | 98.56% | 98.56% |
05/03/2020 | 0.57% | 1.76 | 1.77 | 500,000 | 500,000 | 500,000 | 500,000 | 870,373 | 875,373 | 100.00% | 100.00% |
04/03/2020 | 0.53% | 1.85 | 1.86 | 500,000 | 500,000 | 500,000 | 500,000 | 939,437 | 944,437 | 100.00% | 100.00% |
03/03/2020 | 0.51% | 1.89 | 1.90 | 500,000 | 500,000 | 500,000 | 500,000 | 971,152 | 976,152 | 99.27% | 99.27% |
02/03/2020 | 0.58% | 1.78 | 1.79 | 500,000 | 500,000 | 500,000 | 500,000 | 858,736 | 863,736 | 99.66% | 99.66% |
28/02/2020 | 0.91% | 1.58 | 1.59 | 500,000 | 500,000 | 296,753 | 296,753 | 496,289 | 500,590 | 99.57% | 99.57% |
27/02/2020 | 0.55% | 1.79 | 1.80 | 500,000 | 500,000 | 500,000 | 500,000 | 908,465 | 913,465 | 98.69% | 98.69% |
26/02/2020 | 0.49% | 2.08 | 2.09 | 500,000 | 500,000 | 500,000 | 500,000 | 1,018,250 | 1,023,250 | 100.00% | 100.00% |
25/02/2020 | 0.45% | 2.16 | 2.17 | 500,000 | 500,000 | 500,000 | 500,000 | 1,115,330 | 1,120,330 | 99.58% | 99.58% |