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 | 0.60% | 1.45 | 1.46 | 200,000 | 200,000 | 200,000 | 200,000 | 334,879 | 336,879 | 97.85% | 97.85% |
05/03/2020 | 0.50% | 2.02 | 2.03 | 200,000 | 200,000 | 200,000 | 200,000 | 399,143 | 401,143 | 100.00% | 100.00% |
04/03/2020 | 0.47% | 2.11 | 2.12 | 200,000 | 200,000 | 200,000 | 200,000 | 426,819 | 428,819 | 100.00% | 100.00% |
03/03/2020 | 0.45% | 2.14 | 2.15 | 200,000 | 200,000 | 200,000 | 200,000 | 439,687 | 441,687 | 100.00% | 100.00% |
02/03/2020 | 0.51% | 2.04 | 2.05 | 200,000 | 200,000 | 200,000 | 200,000 | 394,895 | 396,895 | 99.98% | 99.98% |
28/02/2020 | 0.60% | 1.83 | 1.85 | 200,000 | 200,000 | 200,000 | 200,000 | 388,202 | 390,529 | 99.91% | 99.91% |
27/02/2020 | 0.48% | 2.05 | 2.06 | 200,000 | 200,000 | 200,000 | 199,999 | 415,150 | 417,148 | 100.00% | 100.00% |
26/02/2020 | 0.43% | 2.35 | 2.36 | 200,000 | 200,000 | 200,000 | 200,000 | 459,638 | 461,638 | 100.00% | 100.00% |
25/02/2020 | 0.40% | 2.43 | 2.44 | 200,000 | 200,000 | 200,000 | 200,000 | 498,792 | 500,792 | 100.00% | 100.00% |