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 | 5.10% | 0.25 | 0.26 | 100,000 | 100,000 | 57,395 | 57,395 | 15,796 | 16,477 | 97.68% | 97.68% |
05/03/2020 | 3.69% | 0.41 | 0.42 | 100,000 | 100,000 | 56,217 | 56,217 | 23,092 | 23,764 | 97.01% | 97.01% |
04/03/2020 | 3.63% | 0.38 | 0.39 | 100,000 | 100,000 | 57,188 | 57,188 | 23,262 | 23,941 | 99.56% | 99.56% |
03/03/2020 | 3.23% | 0.44 | 0.45 | 100,000 | 100,000 | 58,823 | 58,823 | 26,922 | 27,613 | 94.74% | 94.74% |
02/03/2020 | 4.08% | 0.37 | 0.38 | 100,000 | 100,000 | 57,891 | 57,891 | 20,122 | 20,806 | 97.16% | 97.16% |
28/02/2020 | 6.11% | 0.28 | 0.29 | 100,000 | 100,000 | 38,528 | 38,528 | 11,976 | 12,521 | 96.19% | 96.19% |
27/02/2020 | 3.17% | 0.44 | 0.45 | 100,000 | 100,000 | 57,424 | 57,424 | 25,739 | 26,419 | 92.57% | 92.57% |
26/02/2020 | 2.97% | 0.56 | 0.57 | 100,000 | 100,000 | 56,587 | 56,587 | 29,797 | 30,471 | 97.26% | 97.26% |
25/02/2020 | 2.38% | 0.56 | 0.57 | 100,000 | 100,000 | 57,099 | 57,099 | 35,778 | 36,456 | 99.54% | 99.54% |