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 | 1.24% | 0.77 | 0.78 | 80,000 | 80,000 | 80,000 | 80,000 | 64,314 | 65,114 | 99.30% | 99.30% |
05/03/2020 | 0.97% | 0.99 | 1.00 | 80,000 | 80,000 | 80,000 | 80,000 | 82,152 | 82,952 | 100.00% | 100.00% |
04/03/2020 | 0.91% | 1.06 | 1.07 | 80,000 | 80,000 | 80,000 | 80,000 | 88,031 | 88,831 | 100.00% | 100.00% |
03/03/2020 | 0.92% | 1.07 | 1.08 | 80,000 | 80,000 | 80,000 | 80,000 | 86,243 | 87,043 | 96.75% | 96.75% |
02/03/2020 | 0.92% | 1.04 | 1.05 | 80,000 | 80,000 | 80,000 | 80,000 | 86,716 | 87,516 | 100.00% | 100.00% |
28/02/2020 | 1.39% | 1.07 | 1.08 | 80,000 | 80,000 | 47,596 | 47,596 | 51,984 | 52,674 | 98.65% | 98.65% |
27/02/2020 | 0.72% | 1.35 | 1.36 | 80,000 | 80,000 | 80,000 | 80,000 | 110,138 | 110,938 | 92.70% | 92.70% |
26/02/2020 | 0.68% | 1.47 | 1.48 | 80,000 | 80,000 | 80,000 | 80,000 | 116,841 | 117,641 | 98.19% | 98.19% |
25/02/2020 | 0.66% | 1.48 | 1.49 | 80,000 | 80,000 | 80,000 | 80,000 | 121,591 | 122,391 | 100.00% | 100.00% |