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 | 1.10% | 1.76 | 1.78 | 50,000 | 50,000 | 30,294 | 30,294 | 54,864 | 55,479 | 100.00% | 100.00% |
10/03/2020 | 0.47% | 1.80 | 1.81 | 75,000 | 75,000 | 46,591 | 46,591 | 92,821 | 93,286 | 99.81% | 99.82% |
09/03/2020 | 1.18% | 2.13 | 2.15 | 50,000 | 50,000 | 48,347 | 48,347 | 95,527 | 96,651 | 30.97% | 30.97% |
06/03/2020 | 0.33% | 3.07 | 3.08 | 100,000 | 100,000 | 37,457 | 37,457 | 114,593 | 114,968 | 99.97% | 99.97% |
05/03/2020 | 0.25% | 4.11 | 4.12 | 100,000 | 100,000 | 37,441 | 37,441 | 149,694 | 150,068 | 99.98% | 99.98% |
04/03/2020 | 0.25% | 4.02 | 4.03 | 100,000 | 100,000 | 37,486 | 37,486 | 150,387 | 150,762 | 99.94% | 99.94% |
03/03/2020 | 0.24% | 3.93 | 3.94 | 100,000 | 100,000 | 37,454 | 37,454 | 158,160 | 158,535 | 99.98% | 99.98% |
02/03/2020 | 0.32% | 3.54 | 3.55 | 100,000 | 100,000 | 37,451 | 37,451 | 119,256 | 119,630 | 99.94% | 99.94% |
28/02/2020 | 0.77% | 2.57 | 2.60 | 100,000 | 100,000 | 36,578 | 36,578 | 100,513 | 101,430 | 97.77% | 97.77% |