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 | - | 1.62 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 26.36% |
06/03/2020 | - | 1.80 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.37% |
05/03/2020 | - | 2.00 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 2.04 | 2.04 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 1.54% | 2.00 | 2.03 | 25,000 | 25,000 | 25,000 | 25,000 | 50,736 | 51,525 | 98.75% | 98.75% |
02/03/2020 | 1.65% | 1.93 | 1.96 | 25,000 | 25,000 | 25,000 | 25,000 | 46,668 | 47,445 | 95.76% | 95.76% |
28/02/2020 | 1.71% | 1.78 | 1.81 | 25,000 | 25,000 | 25,063 | 25,063 | 45,045 | 45,821 | 97.90% | 97.90% |
27/02/2020 | 0.55% | 1.98 | 1.99 | 50,000 | 50,000 | 50,000 | 50,000 | 101,476 | 102,034 | 95.95% | 95.95% |
26/02/2020 | 0.53% | 2.11 | 2.12 | 50,000 | 50,000 | 50,000 | 50,000 | 102,910 | 103,451 | 99.66% | 99.66% |