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 | - | - |
09/03/2020 | - | 1.37 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.69% |
06/03/2020 | - | 1.54 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.58% |
05/03/2020 | - | 1.74 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 1.78 | 1.77 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 1.77% | 1.74 | 1.77 | 25,000 | 25,000 | 25,000 | 25,000 | 44,022 | 44,806 | 81.42% | 81.42% |
02/03/2020 | 1.91% | 1.66 | 1.69 | 25,000 | 25,000 | 25,000 | 25,000 | 40,034 | 40,808 | 96.32% | 96.32% |
28/02/2020 | 2.01% | 1.52 | 1.55 | 25,000 | 25,000 | 25,064 | 25,064 | 38,432 | 39,212 | 95.96% | 95.96% |
27/02/2020 | 0.61% | 1.72 | 1.73 | 50,000 | 50,000 | 50,000 | 50,000 | 88,199 | 88,741 | 98.00% | 98.00% |
26/02/2020 | 0.61% | 1.85 | 1.86 | 50,000 | 50,000 | 50,000 | 50,000 | 89,698 | 90,246 | 99.66% | 99.66% |