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 | 0.69% | 1.22 | 1.23 | 300,000 | 300,000 | 300,000 | 300,000 | 436,569 | 439,569 | 98.64% | 98.64% |
05/03/2020 | 0.56% | 1.79 | 1.80 | 300,000 | 300,000 | 300,000 | 300,000 | 532,061 | 535,061 | 100.00% | 100.00% |
04/03/2020 | 0.52% | 1.88 | 1.89 | 300,000 | 300,000 | 300,000 | 300,000 | 573,416 | 576,416 | 100.00% | 100.00% |
03/03/2020 | 0.51% | 1.91 | 1.92 | 300,000 | 300,000 | 300,000 | 300,000 | 592,580 | 595,580 | 100.00% | 100.00% |
02/03/2020 | 0.57% | 1.82 | 1.83 | 300,000 | 300,000 | 300,000 | 300,000 | 525,230 | 528,230 | 100.00% | 100.00% |
28/02/2020 | 0.68% | 1.61 | 1.63 | 300,000 | 300,000 | 300,000 | 300,000 | 514,797 | 518,288 | 99.93% | 99.93% |
27/02/2020 | 0.54% | 1.82 | 1.83 | 300,000 | 300,000 | 300,000 | 300,000 | 554,886 | 557,886 | 100.00% | 100.00% |
26/02/2020 | 0.48% | 2.12 | 2.13 | 300,000 | 300,000 | 300,000 | 300,000 | 621,268 | 624,268 | 99.97% | 99.97% |
25/02/2020 | 0.44% | 2.20 | 2.21 | 300,000 | 300,000 | 300,000 | 300,000 | 679,825 | 682,825 | 100.00% | 100.00% |