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 | - | - |
09/04/2020 | 5.34% | 0.33 | 0.34 | 160,000 | 50,000 | 175,139 | 35,343 | 51,349 | 11,108 | 51.56% | 95.65% |
08/04/2020 | 3.51% | 0.25 | 0.28 | 200,000 | 50,000 | 180,702 | 50,000 | 50,523 | 14,482 | 1.81% | 94.52% |
07/04/2020 | 3.61% | 0.26 | 0.28 | 200,000 | 50,000 | 187,700 | 50,000 | 51,093 | 14,115 | 3.69% | 95.22% |
06/04/2020 | 28.08% | 0.27 | 0.28 | 190,000 | 50,000 | 208,350 | 29,627 | 50,633 | 9,506 | 77.01% | 96.80% |
03/04/2020 | 7.80% | 0.32 | 0.33 | 160,000 | 50,000 | 186,301 | 30,522 | 51,122 | 9,171 | 94.78% | 94.78% |
02/04/2020 | 8.04% | 0.29 | 0.30 | 180,000 | 50,000 | 192,962 | 30,468 | 51,348 | 8,903 | 96.38% | 96.38% |
01/04/2020 | 12.97% | 0.23 | 0.24 | 220,000 | 50,000 | 206,095 | 30,172 | 50,500 | 8,325 | 67.87% | 93.47% |
31/03/2020 | 14.74% | 0.17 | 0.27 | 300,000 | 25,000 | 212,049 | 25,000 | 50,602 | 6,933 | 26.69% | 94.76% |
30/03/2020 | 15.66% | 0.20 | 0.24 | 250,000 | 50,000 | 165,918 | 28,178 | 51,740 | 10,124 | 84.35% | 94.06% |