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 | 8.41% | 0.36 | 0.40 | 12,500 | 12,500 | 12,500 | 12,500 | 5,999 | 6,512 | 95.08% | 95.08% |
12/03/2020 | 8.04% | 0.35 | 0.39 | 12,500 | 12,500 | 12,500 | 12,500 | 6,228 | 6,741 | 85.28% | 85.28% |
11/03/2020 | 4.89% | 0.81 | 0.85 | 12,500 | 12,500 | 12,500 | 12,500 | 10,266 | 10,780 | 99.02% | 99.02% |
10/03/2020 | 4.05% | 0.96 | 1.00 | 12,500 | 12,500 | 12,500 | 12,500 | 12,421 | 12,934 | 86.79% | 86.79% |
09/03/2020 | 4.30% | 0.96 | 1.01 | 12,500 | 12,500 | 12,500 | 12,500 | 11,645 | 12,157 | 74.65% | 74.65% |
06/03/2020 | 2.63% | 1.13 | 1.16 | 25,000 | 25,000 | 25,000 | 25,000 | 28,973 | 29,745 | 96.97% | 96.97% |
05/03/2020 | 2.33% | 1.34 | 1.37 | 25,000 | 25,000 | 25,000 | 25,000 | 32,651 | 33,421 | 82.53% | 82.53% |
04/03/2020 | 2.19% | 1.37 | 1.40 | 25,000 | 25,000 | 25,000 | 25,000 | 34,182 | 34,940 | 96.01% | 96.01% |
03/03/2020 | 2.30% | 1.33 | 1.37 | 25,000 | 25,000 | 25,000 | 25,000 | 34,038 | 34,828 | 98.78% | 98.78% |