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 | 0.64% | 1.33 | 1.34 | 200,000 | 200,000 | 200,000 | 200,000 | 312,619 | 314,619 | 96.35% | 96.35% |
05/03/2020 | 0.53% | 1.90 | 1.91 | 200,000 | 200,000 | 200,000 | 200,000 | 376,483 | 378,483 | 99.97% | 99.97% |
04/03/2020 | 0.49% | 1.99 | 2.00 | 200,000 | 200,000 | 200,000 | 200,000 | 404,131 | 406,131 | 100.00% | 100.00% |
03/03/2020 | 0.48% | 2.02 | 2.03 | 200,000 | 200,000 | 200,000 | 200,000 | 416,934 | 418,934 | 99.93% | 99.93% |
02/03/2020 | 0.54% | 1.92 | 1.93 | 200,000 | 200,000 | 200,000 | 200,000 | 372,076 | 374,076 | 100.00% | 100.00% |
28/02/2020 | 0.64% | 1.72 | 1.74 | 200,000 | 200,000 | 200,000 | 200,000 | 365,262 | 367,589 | 99.91% | 99.91% |
27/02/2020 | 0.51% | 1.93 | 1.94 | 200,000 | 200,000 | 200,000 | 200,000 | 392,106 | 394,106 | 99.96% | 99.96% |
26/02/2020 | 0.46% | 2.23 | 2.24 | 200,000 | 200,000 | 200,000 | 200,000 | 436,451 | 438,451 | 100.00% | 100.00% |
25/02/2020 | 0.42% | 2.31 | 2.32 | 200,000 | 200,000 | 200,000 | 200,000 | 475,551 | 477,551 | 100.00% | 100.00% |