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 | 1.08% | 0.69 | 0.70 | 100,000 | 100,000 | 100,000 | 100,000 | 93,109 | 94,109 | 99.00% | 99.00% |
05/03/2020 | 0.80% | 1.26 | 1.27 | 100,000 | 100,000 | 100,000 | 100,000 | 124,127 | 125,127 | 99.97% | 99.97% |
04/03/2020 | 0.72% | 1.35 | 1.36 | 100,000 | 100,000 | 100,000 | 100,000 | 137,728 | 138,728 | 99.97% | 99.97% |
03/03/2020 | 0.69% | 1.38 | 1.39 | 100,000 | 100,000 | 100,000 | 100,000 | 144,068 | 145,068 | 100.00% | 100.00% |
02/03/2020 | 0.82% | 1.28 | 1.29 | 100,000 | 100,000 | 100,000 | 100,000 | 121,500 | 122,500 | 99.98% | 99.98% |
28/02/2020 | 0.99% | 1.07 | 1.09 | 100,000 | 100,000 | 100,000 | 100,000 | 117,715 | 118,878 | 99.94% | 99.94% |
27/02/2020 | 0.76% | 1.28 | 1.29 | 100,000 | 100,000 | 100,000 | 100,000 | 130,800 | 131,800 | 100.00% | 100.00% |
26/02/2020 | 0.65% | 1.57 | 1.58 | 100,000 | 100,000 | 100,000 | 100,000 | 152,658 | 153,658 | 99.97% | 99.97% |
25/02/2020 | 0.58% | 1.66 | 1.67 | 100,000 | 100,000 | 100,000 | 100,000 | 172,024 | 173,024 | 100.00% | 100.00% |