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 | 0.80% | 2.46 | 2.48 | 50,000 | 50,000 | 30,294 | 30,294 | 75,748 | 76,363 | 100.00% | 100.00% |
10/03/2020 | 0.35% | 2.49 | 2.50 | 100,000 | 100,000 | 47,443 | 47,443 | 126,722 | 127,196 | 99.95% | 99.95% |
09/03/2020 | 0.88% | 2.80 | 2.82 | 50,000 | 50,000 | 48,295 | 48,295 | 128,414 | 129,537 | 31.06% | 31.06% |
06/03/2020 | 0.27% | 3.76 | 3.77 | 100,000 | 100,000 | 37,432 | 37,432 | 140,304 | 140,678 | 99.90% | 99.90% |
05/03/2020 | 0.21% | 4.75 | 4.76 | 100,000 | 100,000 | 36,668 | 36,668 | 172,191 | 172,558 | 98.73% | 98.73% |
04/03/2020 | 0.21% | 4.72 | 4.73 | 100,000 | 100,000 | 37,476 | 37,476 | 176,716 | 177,091 | 100.00% | 100.00% |
03/03/2020 | 0.20% | 4.64 | 4.65 | 100,000 | 100,000 | 37,467 | 37,467 | 184,576 | 184,951 | 100.00% | 100.00% |
02/03/2020 | 0.26% | 4.24 | 4.25 | 100,000 | 100,000 | 37,441 | 37,441 | 145,614 | 145,988 | 100.00% | 100.00% |
28/02/2020 | 0.62% | 3.29 | 3.32 | 100,000 | 100,000 | 36,568 | 36,568 | 126,464 | 127,381 | 97.77% | 97.77% |