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 | 0.76% | 0.94 | 1.28 | 33,333 | 100,000 | 45,774 | 45,774 | 61,407 | 61,864 | 29.75% | 70.36% |
12/03/2020 | 0.57% | 0.77 | 1.70 | 75,000 | 20,000 | 20,000 | 20,000 | 34,729 | 34,929 | 45.35% | 74.95% |
11/03/2020 | 0.59% | 3.37 | 3.39 | 50,000 | 50,000 | 30,294 | 30,294 | 103,059 | 103,674 | 100.00% | 100.00% |
10/03/2020 | 0.27% | 3.39 | 3.40 | 100,000 | 100,000 | 47,379 | 47,379 | 169,111 | 169,585 | 99.85% | 99.85% |
09/03/2020 | 0.67% | 3.71 | 3.73 | 50,000 | 50,000 | 48,129 | 48,129 | 170,914 | 172,049 | 28.22% | 28.22% |
06/03/2020 | 0.21% | 4.66 | 4.67 | 100,000 | 100,000 | 37,466 | 37,466 | 174,178 | 174,553 | 99.98% | 99.98% |
05/03/2020 | 0.18% | 5.72 | 5.73 | 100,000 | 100,000 | 37,447 | 37,447 | 210,275 | 210,649 | 99.96% | 99.96% |
04/03/2020 | 0.18% | 5.64 | 5.65 | 100,000 | 100,000 | 37,477 | 37,477 | 211,198 | 211,573 | 100.00% | 100.00% |
03/03/2020 | 0.17% | 5.56 | 5.57 | 100,000 | 100,000 | 35,789 | 35,789 | 208,621 | 208,979 | 97.41% | 97.41% |