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 | - | 1.45 | - | 12,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 26.36% |
06/03/2020 | - | 1.63 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
05/03/2020 | - | 1.84 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 82.45% |
04/03/2020 | - | 1.87 | 1.87 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.21% |
03/03/2020 | 1.63% | 1.83 | 1.87 | 25,000 | 25,000 | 25,000 | 25,000 | 46,523 | 47,287 | 99.16% | 99.16% |
02/03/2020 | 1.82% | 1.76 | 1.79 | 25,000 | 25,000 | 25,000 | 25,000 | 42,441 | 43,220 | 94.32% | 94.32% |
28/02/2020 | 1.89% | 1.62 | 1.65 | 25,000 | 25,000 | 25,063 | 25,063 | 40,817 | 41,594 | 97.90% | 97.90% |
27/02/2020 | 0.60% | 1.81 | 1.82 | 50,000 | 50,000 | 50,000 | 50,000 | 93,032 | 93,592 | 95.95% | 95.95% |
26/02/2020 | 0.57% | 1.95 | 1.96 | 50,000 | 50,000 | 50,000 | 50,000 | 94,305 | 94,847 | 93.91% | 93.91% |