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 | - | - |
16/04/2020 | 0.48% | 61.75 | 62.05 | 500,000 | 500,000 | 500,000 | 500,000 | 310,001 | 311,501 | 99.78% | 99.78% |
15/04/2020 | 0.50% | 61.65 | 61.96 | 500,000 | 500,000 | 500,000 | 500,000 | 315,599 | 317,186 | 100.00% | 100.00% |
14/04/2020 | 0.53% | 65.40 | 65.75 | 500,000 | 500,000 | 500,000 | 500,000 | 327,359 | 329,108 | 86.58% | 86.58% |
09/04/2020 | 0.48% | 64.70 | 65.00 | 500,000 | 500,000 | 500,000 | 500,000 | 321,781 | 323,328 | 99.80% | 99.80% |
08/04/2020 | 0.46% | 64.85 | 65.15 | 500,000 | 500,000 | 500,000 | 500,000 | 322,656 | 324,160 | 100.00% | 100.00% |
07/04/2020 | 0.53% | 65.60 | 65.95 | 500,000 | 500,000 | 500,000 | 500,000 | 331,504 | 333,254 | 99.90% | 99.90% |
06/04/2020 | 0.48% | 63.05 | 63.35 | 500,000 | 500,000 | 500,000 | 500,000 | 309,809 | 311,309 | 99.30% | 99.30% |
03/04/2020 | 0.50% | 58.80 | 59.10 | 500,000 | 500,000 | 500,000 | 500,000 | 296,377 | 297,877 | 99.84% | 99.84% |
02/04/2020 | 0.50% | 60.20 | 60.50 | 500,000 | 500,000 | 500,000 | 500,000 | 301,244 | 302,744 | 92.87% | 92.87% |