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 | 0.79% | 1.04 | 1.05 | 100,000 | 100,000 | 100,000 | 100,000 | 126,748 | 127,748 | 98.91% | 98.91% |
05/03/2020 | 0.63% | 1.60 | 1.61 | 100,000 | 100,000 | 100,000 | 100,000 | 158,325 | 159,325 | 100.00% | 100.00% |
04/03/2020 | 0.58% | 1.69 | 1.70 | 100,000 | 100,000 | 100,000 | 100,000 | 172,020 | 173,020 | 99.56% | 99.56% |
03/03/2020 | 0.56% | 1.72 | 1.73 | 100,000 | 100,000 | 100,000 | 100,000 | 178,411 | 179,411 | 100.00% | 100.00% |
02/03/2020 | 0.64% | 1.62 | 1.63 | 100,000 | 100,000 | 100,000 | 100,000 | 155,928 | 156,928 | 100.00% | 100.00% |
28/02/2020 | 0.77% | 1.41 | 1.43 | 100,000 | 100,000 | 100,000 | 100,000 | 152,338 | 153,501 | 99.89% | 99.89% |
27/02/2020 | 0.60% | 1.63 | 1.64 | 100,000 | 100,000 | 100,000 | 100,000 | 165,611 | 166,611 | 100.00% | 100.00% |
26/02/2020 | 0.53% | 1.92 | 1.93 | 100,000 | 100,000 | 100,000 | 100,000 | 187,632 | 188,632 | 100.00% | 100.00% |
25/02/2020 | 0.48% | 2.01 | 2.02 | 100,000 | 100,000 | 100,000 | 100,000 | 207,098 | 208,098 | 100.00% | 100.00% |