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 | 0.50% | 99.85 | 100.35 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,500 | 501,750 | 99.05% | 99.05% |
12/03/2020 | 0.50% | 99.75 | 100.25 | 100,000 | 100,000 | 166,155 | 129,402 | 165,900 | 129,850 | 86.64% | 86.64% |
11/03/2020 | 0.50% | 99.95 | 100.45 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,500 | 502,250 | 98.43% | 98.43% |
10/03/2020 | 0.50% | 99.95 | 100.45 | 1,000,000 | 500,000 | 381,239 | 137,580 | 381,048 | 138,199 | 94.28% | 94.28% |
09/03/2020 | 0.50% | 99.85 | 100.35 | 100,000 | 100,000 | 116,872 | 107,903 | 116,618 | 108,206 | 58.21% | 58.21% |
06/03/2020 | 0.50% | 99.85 | 100.35 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,405 | 502,202 | 100.00% | 100.00% |
05/03/2020 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 100.00% | 100.00% |
04/03/2020 | 0.50% | 100.10 | 100.60 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,740 | 502,868 | 98.84% | 98.84% |
03/03/2020 | 0.50% | 100.10 | 100.60 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,000 | 503,000 | 92.49% | 92.49% |