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 | - | - |
15/04/2020 | 8.42% | 0.20 | 0.39 | 500,000 | 500,000 | 94,338 | 94,334 | 30,504 | 35,547 | 69.38% | 85.06% |
14/04/2020 | 2.26% | 0.38 | 0.39 | 500,000 | 500,000 | 163,452 | 163,452 | 68,134 | 69,769 | 90.76% | 90.76% |
09/04/2020 | 1.34% | 0.78 | 0.79 | 500,000 | 500,000 | 162,039 | 162,039 | 122,473 | 124,094 | 95.37% | 95.37% |
08/04/2020 | 1.41% | 0.70 | 0.71 | 500,000 | 500,000 | 164,059 | 164,059 | 115,456 | 117,096 | 93.47% | 93.47% |
07/04/2020 | 1.56% | 0.72 | 0.73 | 500,000 | 500,000 | 166,382 | 166,382 | 113,143 | 114,807 | 91.94% | 91.94% |
06/04/2020 | 1.33% | 0.73 | 0.74 | 500,000 | 500,000 | 157,697 | 157,697 | 117,549 | 119,126 | 97.60% | 97.60% |
03/04/2020 | 1.28% | 0.82 | 0.83 | 500,000 | 500,000 | 157,853 | 157,853 | 124,939 | 126,517 | 97.08% | 97.08% |
02/04/2020 | 1.30% | 0.78 | 0.79 | 500,000 | 500,000 | 138,368 | 138,368 | 108,448 | 109,831 | 98.45% | 98.45% |
01/04/2020 | 1.35% | 0.72 | 0.73 | 250,000 | 250,000 | 82,124 | 82,124 | 60,137 | 60,958 | 91.59% | 91.59% |