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 | 0.91% | 0.86 | 0.87 | 500,000 | 500,000 | 500,000 | 500,000 | 548,363 | 553,363 | 97.98% | 97.98% |
05/03/2020 | 0.71% | 1.43 | 1.44 | 500,000 | 500,000 | 500,000 | 500,000 | 705,791 | 710,791 | 100.00% | 100.00% |
04/03/2020 | 0.64% | 1.52 | 1.53 | 500,000 | 500,000 | 500,000 | 500,000 | 773,758 | 778,758 | 100.00% | 100.00% |
03/03/2020 | 0.62% | 1.56 | 1.57 | 500,000 | 500,000 | 500,000 | 500,000 | 805,733 | 810,733 | 98.91% | 98.91% |
02/03/2020 | 0.72% | 1.45 | 1.46 | 500,000 | 500,000 | 499,998 | 500,000 | 692,897 | 697,899 | 100.00% | 100.00% |
28/02/2020 | 1.13% | 1.24 | 1.25 | 500,000 | 500,000 | 297,847 | 297,847 | 398,752 | 403,064 | 99.58% | 99.58% |
27/02/2020 | 0.67% | 1.45 | 1.46 | 500,000 | 500,000 | 500,000 | 499,999 | 740,586 | 745,585 | 99.08% | 99.08% |
26/02/2020 | 0.59% | 1.75 | 1.76 | 500,000 | 500,000 | 500,000 | 500,000 | 849,623 | 854,623 | 100.00% | 100.00% |
25/02/2020 | 0.53% | 1.83 | 1.84 | 500,000 | 500,000 | 500,000 | 500,000 | 946,259 | 951,259 | 99.48% | 99.48% |