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 | - | - |
13/03/2020 | 0.60% | 1.38 | 1.62 | 33,333 | 100,000 | 48,981 | 48,981 | 83,310 | 83,799 | 59.61% | 70.72% |
12/03/2020 | 0.53% | 1.22 | 1.33 | 75,000 | 75,000 | 48,605 | 48,605 | 82,031 | 82,517 | 70.78% | 74.65% |
11/03/2020 | 0.52% | 3.81 | 3.83 | 50,000 | 50,000 | 30,301 | 30,301 | 116,834 | 117,449 | 99.99% | 99.99% |
10/03/2020 | 0.24% | 3.85 | 3.86 | 100,000 | 100,000 | 47,610 | 47,610 | 191,412 | 191,888 | 99.28% | 99.28% |
09/03/2020 | 0.59% | 4.16 | 4.18 | 50,000 | 50,000 | 48,294 | 48,294 | 193,185 | 194,310 | 30.59% | 30.59% |
06/03/2020 | 0.20% | 5.11 | 5.12 | 100,000 | 100,000 | 37,683 | 37,683 | 192,315 | 192,692 | 98.70% | 98.70% |
05/03/2020 | 0.16% | 6.18 | 6.19 | 100,000 | 100,000 | 37,456 | 37,456 | 227,602 | 227,976 | 100.00% | 100.00% |
04/03/2020 | 0.16% | 6.10 | 6.11 | 100,000 | 100,000 | 37,490 | 37,490 | 228,636 | 229,011 | 99.92% | 99.92% |
03/03/2020 | 0.16% | 6.02 | 6.03 | 100,000 | 100,000 | 37,457 | 37,457 | 236,338 | 236,713 | 99.96% | 99.96% |