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 | 0.98% | 1.98 | 2.00 | 50,000 | 50,000 | 30,300 | 30,300 | 61,635 | 62,250 | 100.00% | 100.00% |
10/03/2020 | 0.42% | 2.03 | 2.04 | 75,000 | 75,000 | 46,646 | 46,646 | 103,196 | 103,662 | 99.92% | 99.92% |
09/03/2020 | 1.07% | 2.35 | 2.37 | 50,000 | 50,000 | 48,297 | 48,297 | 105,998 | 107,124 | 30.60% | 30.60% |
06/03/2020 | 0.30% | 3.29 | 3.30 | 100,000 | 100,000 | 37,459 | 37,459 | 122,947 | 123,321 | 99.86% | 99.86% |
05/03/2020 | 0.23% | 4.23 | 4.24 | 100,000 | 100,000 | 35,983 | 35,983 | 151,930 | 152,290 | 97.70% | 97.70% |
04/03/2020 | 0.24% | 4.25 | 4.26 | 100,000 | 100,000 | 37,476 | 37,476 | 158,874 | 159,249 | 100.00% | 100.00% |
03/03/2020 | 0.22% | 4.16 | 4.17 | 100,000 | 100,000 | 37,467 | 37,467 | 166,725 | 167,100 | 99.92% | 99.92% |
02/03/2020 | 0.30% | 3.76 | 3.77 | 100,000 | 100,000 | 37,460 | 37,460 | 127,830 | 128,205 | 99.92% | 99.92% |
28/02/2020 | 0.71% | 2.80 | 2.83 | 100,000 | 100,000 | 36,566 | 36,566 | 108,889 | 109,806 | 97.76% | 97.76% |