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 | 13.76% | 0.19 | 0.23 | 12,500 | 12,500 | 12,500 | 12,500 | 3,744 | 4,257 | 97.00% | 97.00% |
12/03/2020 | 12.57% | 0.17 | 0.21 | 12,500 | 12,500 | 12,500 | 12,500 | 4,010 | 4,524 | 85.27% | 85.27% |
11/03/2020 | 6.18% | 0.63 | 0.67 | 12,500 | 12,500 | 12,500 | 12,500 | 8,049 | 8,562 | 99.10% | 99.10% |
10/03/2020 | 4.95% | 0.78 | 0.82 | 12,500 | 12,500 | 12,500 | 12,500 | 10,125 | 10,638 | 81.36% | 81.36% |
09/03/2020 | 5.27% | 0.79 | 0.83 | 12,500 | 12,500 | 12,500 | 12,500 | 9,482 | 9,995 | 74.69% | 74.69% |
06/03/2020 | 3.10% | 0.96 | 0.99 | 25,000 | 25,000 | 25,000 | 25,000 | 24,665 | 25,441 | 100.00% | 100.00% |
05/03/2020 | 2.68% | 1.16 | 1.20 | 25,000 | 25,000 | 25,000 | 25,000 | 28,355 | 29,125 | 82.53% | 82.53% |
04/03/2020 | 2.52% | 1.20 | 1.23 | 25,000 | 25,000 | 25,000 | 25,000 | 29,867 | 30,628 | 99.24% | 99.24% |
03/03/2020 | 2.62% | 1.16 | 1.19 | 25,000 | 25,000 | 25,000 | 25,000 | 29,736 | 30,525 | 98.76% | 98.76% |