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 | 0.88% | 0.91 | 0.92 | 100,000 | 100,000 | 100,000 | 99,994 | 114,328 | 115,322 | 97.35% | 97.35% |
05/03/2020 | 0.68% | 1.48 | 1.49 | 100,000 | 100,000 | 100,000 | 100,000 | 145,613 | 146,613 | 100.00% | 100.00% |
04/03/2020 | 0.63% | 1.57 | 1.58 | 100,000 | 100,000 | 100,000 | 100,000 | 159,289 | 160,289 | 100.00% | 100.00% |
03/03/2020 | 0.60% | 1.60 | 1.61 | 100,000 | 100,000 | 100,000 | 100,000 | 165,649 | 166,649 | 100.00% | 100.00% |
02/03/2020 | 0.70% | 1.50 | 1.51 | 100,000 | 100,000 | 100,000 | 100,000 | 143,135 | 144,135 | 100.00% | 100.00% |
28/02/2020 | 0.84% | 1.28 | 1.30 | 100,000 | 100,000 | 100,000 | 100,000 | 139,475 | 140,639 | 99.94% | 99.94% |
27/02/2020 | 0.65% | 1.50 | 1.51 | 100,000 | 100,000 | 100,000 | 100,000 | 152,672 | 153,672 | 100.00% | 100.00% |
26/02/2020 | 0.57% | 1.79 | 1.80 | 100,000 | 100,000 | 100,000 | 100,000 | 174,631 | 175,631 | 100.00% | 100.00% |
25/02/2020 | 0.51% | 1.88 | 1.89 | 100,000 | 100,000 | 100,000 | 100,000 | 194,061 | 195,061 | 100.00% | 100.00% |