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 | 0.83% | 0.98 | 0.99 | 500,000 | 500,000 | 500,000 | 499,996 | 606,103 | 611,098 | 98.95% | 98.95% |
05/03/2020 | 0.65% | 1.55 | 1.56 | 500,000 | 500,000 | 500,000 | 500,000 | 764,699 | 769,699 | 100.00% | 100.00% |
04/03/2020 | 0.60% | 1.64 | 1.65 | 500,000 | 500,000 | 500,000 | 500,000 | 832,859 | 837,859 | 100.00% | 100.00% |
03/03/2020 | 0.58% | 1.67 | 1.68 | 500,000 | 500,000 | 500,000 | 499,996 | 864,880 | 869,872 | 98.93% | 98.93% |
02/03/2020 | 0.66% | 1.57 | 1.58 | 500,000 | 500,000 | 500,000 | 499,999 | 752,182 | 757,181 | 100.00% | 100.00% |
28/02/2020 | 1.04% | 1.36 | 1.37 | 500,000 | 500,000 | 297,977 | 297,977 | 434,175 | 438,488 | 99.66% | 99.66% |
27/02/2020 | 0.62% | 1.57 | 1.58 | 500,000 | 500,000 | 500,000 | 499,999 | 800,638 | 805,636 | 98.89% | 98.89% |
26/02/2020 | 0.55% | 1.87 | 1.88 | 500,000 | 500,000 | 500,000 | 500,000 | 909,984 | 914,984 | 100.00% | 100.00% |
25/02/2020 | 0.50% | 1.95 | 1.96 | 500,000 | 500,000 | 500,000 | 500,000 | 1,006,300 | 1,011,300 | 99.47% | 99.47% |