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 | 1.23% | 1.53 | 1.55 | 50,000 | 50,000 | 28,621 | 28,621 | 46,579 | 47,162 | 92.15% | 99.28% |
10/03/2020 | 0.51% | 1.58 | 1.59 | 75,000 | 75,000 | 42,977 | 42,977 | 79,852 | 80,282 | 93.44% | 99.64% |
09/03/2020 | 1.34% | 1.91 | 1.93 | 50,000 | 50,000 | 48,278 | 48,278 | 84,727 | 85,853 | 30.47% | 30.47% |
06/03/2020 | 0.35% | 2.85 | 2.86 | 100,000 | 100,000 | 37,462 | 37,462 | 106,358 | 106,733 | 99.97% | 99.97% |
05/03/2020 | 0.26% | 3.89 | 3.90 | 100,000 | 100,000 | 37,228 | 37,228 | 140,553 | 140,925 | 99.59% | 99.59% |
04/03/2020 | 0.26% | 3.80 | 3.81 | 100,000 | 100,000 | 37,484 | 37,484 | 141,941 | 142,316 | 99.96% | 99.96% |
03/03/2020 | 0.25% | 3.71 | 3.72 | 100,000 | 100,000 | 37,460 | 37,460 | 149,771 | 150,146 | 100.00% | 100.00% |
02/03/2020 | 0.34% | 3.31 | 3.32 | 100,000 | 100,000 | 37,697 | 37,697 | 111,432 | 111,809 | 98.65% | 98.65% |
28/02/2020 | 0.84% | 2.35 | 2.38 | 100,000 | 100,000 | 36,553 | 36,553 | 92,154 | 93,070 | 97.75% | 97.75% |