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 | - | - |
13/03/2020 | 1.45% | 0.56 | 0.57 | 250,000 | 25,000 | 250,000 | 25,000 | 174,945 | 17,744 | 97.45% | 97.45% |
12/03/2020 | 1.39% | 0.54 | 0.55 | 250,000 | 25,000 | 250,000 | 25,000 | 180,658 | 18,316 | 97.60% | 97.60% |
11/03/2020 | 0.88% | 1.11 | 1.12 | 250,000 | 250,000 | 250,000 | 250,000 | 282,299 | 284,799 | 99.32% | 99.32% |
10/03/2020 | 0.75% | 1.30 | 1.31 | 250,000 | 250,000 | 250,000 | 221,999 | 334,579 | 300,453 | 96.63% | 96.63% |
09/03/2020 | 0.77% | 1.31 | 1.32 | 250,000 | 10,000 | 250,000 | 10,000 | 324,115 | 13,065 | 99.11% | 99.11% |
06/03/2020 | 0.63% | 1.55 | 1.56 | 250,000 | 250,000 | 250,000 | 250,000 | 397,142 | 399,642 | 86.93% | 86.93% |
05/03/2020 | 0.56% | 1.81 | 1.82 | 250,000 | 250,000 | 250,000 | 250,000 | 445,102 | 447,602 | 99.90% | 99.90% |
04/03/2020 | 0.54% | 1.86 | 1.87 | 250,000 | 250,000 | 250,000 | 250,000 | 462,089 | 464,589 | 99.74% | 99.74% |
03/03/2020 | 0.54% | 1.81 | 1.82 | 250,000 | 250,000 | 250,000 | 250,000 | 460,746 | 463,246 | 86.25% | 86.25% |