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% | 1.81 | 1.84 | 50,000 | 50,000 | 38,618 | 35,779 | 73,420 | 68,638 | 100.00% | 100.00% |
10/03/2020 | 0.46% | 1.88 | 1.89 | 100,000 | 100,000 | 68,203 | 68,203 | 146,310 | 146,992 | 93.27% | 93.27% |
09/03/2020 | 0.59% | 2.17 | 2.22 | 30,000 | 25,000 | 48,607 | 48,259 | 106,355 | 106,163 | 37.99% | 64.51% |
06/03/2020 | 0.31% | 3.14 | 3.15 | 100,000 | 100,000 | 55,122 | 55,122 | 179,370 | 179,921 | 48.86% | 48.86% |
05/03/2020 | 0.24% | 4.17 | 4.18 | 100,000 | 100,000 | 61,134 | 61,134 | 250,236 | 250,847 | 85.93% | 85.93% |
04/03/2020 | 0.24% | 4.08 | 4.09 | 100,000 | 100,000 | 60,727 | 60,727 | 247,734 | 248,341 | 99.99% | 99.99% |
03/03/2020 | 0.23% | 4.00 | 4.01 | 100,000 | 100,000 | 57,947 | 57,947 | 248,002 | 248,582 | 93.27% | 93.27% |
02/03/2020 | 0.31% | 3.33 | 3.34 | 100,000 | 100,000 | 51,542 | 51,542 | 164,351 | 164,866 | 80.75% | 80.75% |
28/02/2020 | 0.35% | 2.65 | 2.66 | 100,000 | 100,000 | 58,459 | 58,459 | 167,765 | 168,350 | 79.35% | 79.35% |