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 | - | 1.74 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.69% |
06/03/2020 | - | 1.91 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
05/03/2020 | - | 2.12 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 2.15 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 1.42% | 2.12 | 2.16 | 25,000 | 25,000 | 25,000 | 25,000 | 53,522 | 54,286 | 95.18% | 98.74% |
02/03/2020 | 1.56% | 2.04 | 2.07 | 25,000 | 25,000 | 25,000 | 25,000 | 49,441 | 50,220 | 94.31% | 94.31% |
28/02/2020 | 1.61% | 1.90 | 1.93 | 25,000 | 25,000 | 25,063 | 25,063 | 47,835 | 48,611 | 97.90% | 97.90% |
27/02/2020 | 0.52% | 2.09 | 2.10 | 50,000 | 50,000 | 50,000 | 50,000 | 107,032 | 107,592 | 95.95% | 95.95% |
26/02/2020 | 0.52% | 2.22 | 2.24 | 50,000 | 50,000 | 50,000 | 50,000 | 108,449 | 109,010 | 99.66% | 99.66% |