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 | - | - |
06/03/2020 | 1.13% | 0.65 | 0.66 | 500,000 | 500,000 | 499,983 | 500,000 | 444,007 | 449,020 | 98.35% | 98.35% |
05/03/2020 | 0.83% | 1.22 | 1.23 | 500,000 | 500,000 | 500,000 | 500,000 | 600,036 | 605,036 | 100.00% | 100.00% |
04/03/2020 | 0.75% | 1.31 | 1.32 | 500,000 | 500,000 | 500,000 | 500,000 | 667,697 | 672,697 | 100.00% | 100.00% |
03/03/2020 | 0.71% | 1.34 | 1.35 | 500,000 | 500,000 | 500,000 | 499,993 | 699,507 | 704,498 | 99.25% | 99.25% |
02/03/2020 | 0.85% | 1.23 | 1.24 | 500,000 | 500,000 | 500,000 | 500,000 | 586,454 | 591,454 | 100.00% | 100.00% |
28/02/2020 | 1.34% | 1.03 | 1.04 | 500,000 | 500,000 | 297,926 | 297,926 | 334,639 | 338,952 | 99.64% | 99.64% |
27/02/2020 | 0.79% | 1.23 | 1.24 | 500,000 | 500,000 | 500,000 | 500,000 | 632,868 | 637,868 | 99.08% | 99.08% |
26/02/2020 | 0.67% | 1.53 | 1.54 | 500,000 | 500,000 | 500,000 | 500,000 | 741,275 | 746,275 | 100.00% | 100.00% |
25/02/2020 | 0.60% | 1.61 | 1.62 | 500,000 | 500,000 | 500,000 | 500,000 | 837,731 | 842,731 | 99.45% | 99.45% |