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 | - | - |
10/03/2020 | 2.03% | 0.21 | 0.23 | 250,000 | 250,000 | 249,999 | 250,000 | 273,897 | 278,898 | 62.15% | 62.15% |
09/03/2020 | 2.52% | 0.88 | 0.90 | 250,000 | 250,000 | 250,000 | 250,000 | 204,910 | 209,910 | 97.64% | 97.64% |
06/03/2020 | 0.75% | 2.34 | 2.36 | 250,000 | 250,000 | 250,000 | 250,000 | 664,113 | 669,113 | 30.43% | 30.43% |
05/03/2020 | 0.59% | 3.44 | 3.46 | 250,000 | 250,000 | 250,000 | 250,000 | 846,202 | 851,202 | 99.93% | 99.93% |
04/03/2020 | 0.54% | 3.65 | 3.67 | 250,000 | 250,000 | 250,000 | 250,000 | 929,584 | 934,584 | 99.59% | 99.59% |
03/03/2020 | 0.53% | 3.52 | 3.54 | 250,000 | 250,000 | 249,999 | 250,000 | 948,723 | 953,726 | 68.51% | 68.51% |
02/03/2020 | 0.64% | 3.17 | 3.19 | 250,000 | 250,000 | 249,999 | 250,000 | 785,685 | 790,688 | 65.81% | 65.81% |
28/02/2020 | 0.62% | 3.07 | 3.09 | 250,000 | 250,000 | 250,000 | 250,000 | 809,856 | 814,856 | 80.19% | 80.19% |
27/02/2020 | 0.45% | 4.43 | 4.45 | 250,000 | 250,000 | 250,000 | 250,000 | 1,117,370 | 1,122,370 | 85.86% | 85.86% |