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 | - | - |
11/03/2020 | 0.46% | 2.07 | 2.08 | 250,000 | 250,000 | 250,000 | 250,000 | 545,840 | 548,340 | 99.96% | 99.96% |
10/03/2020 | 0.41% | 2.12 | 2.13 | 250,000 | 250,000 | 250,000 | 249,996 | 623,898 | 626,390 | 97.24% | 97.24% |
09/03/2020 | 0.58% | 2.43 | 2.44 | 250,000 | 250,000 | 238,317 | 238,290 | 545,296 | 548,254 | 31.83% | 31.83% |
06/03/2020 | 0.30% | 3.36 | 3.37 | 500,000 | 500,000 | 500,000 | 500,000 | 1,682,300 | 1,687,300 | 99.18% | 99.18% |
05/03/2020 | 0.23% | 4.42 | 4.43 | 500,000 | 500,000 | 500,000 | 500,000 | 2,173,250 | 2,178,250 | 100.00% | 100.00% |
04/03/2020 | 0.23% | 4.32 | 4.33 | 500,000 | 500,000 | 500,000 | 325,691 | 2,161,000 | 1,420,280 | 100.00% | 100.00% |
03/03/2020 | 0.25% | 4.25 | 4.26 | 500,000 | 10,000 | 500,000 | 305,946 | 2,255,980 | 1,393,640 | 92.88% | 92.88% |
02/03/2020 | 0.88% | 3.79 | 3.82 | 500,000 | 500,000 | 500,000 | 500,000 | 1,711,010 | 1,726,010 | 95.78% | 95.78% |
28/02/2020 | 1.13% | 2.87 | 2.90 | 500,000 | 500,000 | 287,084 | 287,084 | 889,416 | 899,436 | 91.87% | 91.87% |