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 | - | - |
09/03/2020 | - | 1.56 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.69% |
06/03/2020 | - | 1.72 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.80% |
05/03/2020 | - | 1.93 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 1.96 | 1.96 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 1.60% | 1.93 | 1.96 | 25,000 | 25,000 | 25,000 | 25,000 | 48,840 | 49,627 | 98.78% | 98.78% |
02/03/2020 | 1.72% | 1.85 | 1.88 | 25,000 | 25,000 | 25,000 | 25,000 | 44,689 | 45,463 | 87.00% | 87.00% |
28/02/2020 | 1.80% | 1.71 | 1.74 | 25,000 | 25,000 | 25,062 | 25,062 | 43,139 | 43,920 | 99.66% | 99.66% |
27/02/2020 | 0.55% | 1.91 | 1.92 | 50,000 | 50,000 | 50,000 | 50,000 | 97,683 | 98,223 | 95.90% | 95.90% |
26/02/2020 | 0.55% | 2.04 | 2.05 | 50,000 | 50,000 | 50,000 | 50,000 | 98,910 | 99,458 | 93.68% | 93.68% |