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 | 1.22% | 0.59 | 0.60 | 100,000 | 100,000 | 100,000 | 100,000 | 82,549 | 83,549 | 97.90% | 97.90% |
05/03/2020 | 0.88% | 1.16 | 1.17 | 100,000 | 100,000 | 100,000 | 100,000 | 113,429 | 114,429 | 100.00% | 100.00% |
04/03/2020 | 0.78% | 1.24 | 1.25 | 100,000 | 100,000 | 100,000 | 100,000 | 126,965 | 127,965 | 99.56% | 99.56% |
03/03/2020 | 0.75% | 1.27 | 1.28 | 100,000 | 100,000 | 100,000 | 100,000 | 133,303 | 134,303 | 100.00% | 100.00% |
02/03/2020 | 0.90% | 1.17 | 1.18 | 100,000 | 100,000 | 100,000 | 100,000 | 110,720 | 111,720 | 99.94% | 99.94% |
28/02/2020 | 1.09% | 0.96 | 0.98 | 100,000 | 100,000 | 100,000 | 100,000 | 106,883 | 108,046 | 99.96% | 99.96% |
27/02/2020 | 0.83% | 1.17 | 1.18 | 100,000 | 100,000 | 100,000 | 100,000 | 119,897 | 120,897 | 100.00% | 100.00% |
26/02/2020 | 0.70% | 1.46 | 1.47 | 100,000 | 100,000 | 100,000 | 100,000 | 141,706 | 142,706 | 100.00% | 100.00% |
25/02/2020 | 0.62% | 1.55 | 1.56 | 100,000 | 100,000 | 100,000 | 100,000 | 161,056 | 162,056 | 100.00% | 100.00% |