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 | 7.49% | 0.43 | 0.47 | 12,500 | 12,500 | 12,500 | 12,500 | 6,733 | 7,246 | 97.97% | 97.97% |
12/03/2020 | 7.16% | 0.41 | 0.45 | 12,500 | 12,500 | 12,500 | 12,500 | 7,002 | 7,515 | 85.49% | 85.49% |
11/03/2020 | 4.55% | 0.87 | 0.91 | 12,500 | 12,500 | 12,500 | 12,500 | 11,036 | 11,549 | 99.07% | 99.07% |
10/03/2020 | 3.84% | 1.02 | 1.06 | 12,500 | 12,500 | 12,500 | 12,500 | 13,151 | 13,665 | 94.06% | 94.06% |
09/03/2020 | 4.03% | 1.03 | 1.07 | 12,500 | 12,500 | 12,500 | 12,500 | 12,469 | 12,982 | 74.69% | 74.69% |
06/03/2020 | 2.50% | 1.20 | 1.23 | 25,000 | 25,000 | 25,000 | 25,000 | 30,639 | 31,415 | 100.00% | 100.00% |
05/03/2020 | 2.23% | 1.40 | 1.43 | 25,000 | 25,000 | 25,000 | 25,000 | 34,331 | 35,105 | 82.53% | 82.53% |
04/03/2020 | 2.18% | 1.44 | 1.47 | 25,000 | 25,000 | 25,000 | 25,000 | 35,828 | 36,617 | 99.24% | 99.24% |
03/03/2020 | 2.17% | 1.40 | 1.43 | 25,000 | 25,000 | 25,000 | 25,000 | 35,692 | 36,474 | 99.16% | 99.16% |