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 | 3.46% | 0.48 | 0.50 | 50,000 | 50,000 | 43,653 | 43,653 | 25,968 | 26,847 | 90.40% | 90.40% |
12/03/2020 | 3.41% | 0.47 | 0.49 | 50,000 | 50,000 | 47,846 | 47,846 | 29,226 | 30,209 | 86.56% | 86.56% |
11/03/2020 | 1.06% | 0.93 | 0.94 | 50,000 | 50,000 | 50,000 | 50,000 | 46,934 | 47,434 | 98.31% | 98.31% |
10/03/2020 | 0.90% | 1.08 | 1.09 | 50,000 | 50,000 | 50,000 | 50,000 | 55,373 | 55,873 | 97.39% | 97.39% |
09/03/2020 | 1.48% | 1.08 | 1.09 | 50,000 | 50,000 | 44,508 | 44,508 | 47,719 | 48,393 | 94.32% | 94.32% |
06/03/2020 | 0.76% | 1.28 | 1.29 | 100,000 | 100,000 | 100,000 | 100,000 | 130,676 | 131,676 | 98.36% | 98.36% |
05/03/2020 | 0.68% | 1.49 | 1.50 | 100,000 | 100,000 | 100,000 | 100,000 | 146,034 | 147,034 | 99.87% | 99.87% |
04/03/2020 | 0.66% | 1.52 | 1.53 | 100,000 | 100,000 | 100,000 | 100,000 | 151,459 | 152,459 | 100.00% | 100.00% |
03/03/2020 | 0.66% | 1.48 | 1.49 | 100,000 | 100,000 | 100,000 | 100,000 | 150,904 | 151,904 | 97.79% | 97.79% |