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 | 0.76% | 1.09 | 1.10 | 500,000 | 500,000 | 500,000 | 500,000 | 660,002 | 665,002 | 97.86% | 97.86% |
05/03/2020 | 0.61% | 1.66 | 1.67 | 500,000 | 500,000 | 500,000 | 500,000 | 819,207 | 824,207 | 100.00% | 100.00% |
04/03/2020 | 0.56% | 1.75 | 1.76 | 500,000 | 500,000 | 500,000 | 500,000 | 887,581 | 892,581 | 100.00% | 100.00% |
03/03/2020 | 0.54% | 1.78 | 1.79 | 500,000 | 500,000 | 500,000 | 500,000 | 919,669 | 924,669 | 98.92% | 98.92% |
02/03/2020 | 0.62% | 1.68 | 1.69 | 500,000 | 500,000 | 500,000 | 500,000 | 807,055 | 812,055 | 100.00% | 100.00% |
28/02/2020 | 0.97% | 1.47 | 1.48 | 500,000 | 500,000 | 297,722 | 297,722 | 466,751 | 471,062 | 99.49% | 99.49% |
27/02/2020 | 0.58% | 1.68 | 1.69 | 500,000 | 500,000 | 500,000 | 500,000 | 856,095 | 861,095 | 99.08% | 99.08% |
26/02/2020 | 0.52% | 1.98 | 1.99 | 500,000 | 500,000 | 500,000 | 500,000 | 965,619 | 970,619 | 100.00% | 100.00% |
25/02/2020 | 0.47% | 2.06 | 2.07 | 500,000 | 500,000 | 500,000 | 500,000 | 1,062,190 | 1,067,190 | 99.34% | 99.34% |