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 | - | - |
11/03/2020 | 2.57% | 0.37 | 0.38 | 250,000 | 250,000 | 250,000 | 250,000 | 97,150 | 99,650 | 99.29% | 99.29% |
10/03/2020 | 1.67% | 0.56 | 0.57 | 250,000 | 250,000 | 250,000 | 221,793 | 149,478 | 135,966 | 95.86% | 95.86% |
09/03/2020 | 1.79% | 0.57 | 0.58 | 250,000 | 10,000 | 250,000 | 10,000 | 138,982 | 5,659 | 99.11% | 99.11% |
06/03/2020 | 1.17% | 0.81 | 0.82 | 250,000 | 250,000 | 250,000 | 250,000 | 212,069 | 214,569 | 87.01% | 87.01% |
05/03/2020 | 0.96% | 1.07 | 1.08 | 250,000 | 250,000 | 250,000 | 250,000 | 260,014 | 262,514 | 99.88% | 99.88% |
04/03/2020 | 0.90% | 1.12 | 1.13 | 250,000 | 250,000 | 250,000 | 250,000 | 277,006 | 279,506 | 99.84% | 99.84% |
03/03/2020 | 0.90% | 1.07 | 1.08 | 250,000 | 250,000 | 250,000 | 250,000 | 275,677 | 278,177 | 85.21% | 85.21% |
02/03/2020 | 1.11% | 0.98 | 0.99 | 250,000 | 250,000 | 250,000 | 250,000 | 223,762 | 226,262 | 88.23% | 88.23% |
28/02/2020 | 1.22% | 0.79 | 0.80 | 250,000 | 250,000 | 102,872 | 102,765 | 84,140 | 85,079 | 72.72% | 72.72% |