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 | - | - |
14/04/2020 | - | 0.14 | - | 360,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 78.89% |
09/04/2020 | 4.48% | 0.52 | 0.53 | 100,000 | 50,000 | 112,287 | 30,574 | 52,277 | 15,069 | 95.67% | 95.67% |
08/04/2020 | 4.73% | 0.44 | 0.45 | 120,000 | 50,000 | 119,911 | 30,500 | 52,069 | 13,868 | 96.59% | 96.59% |
07/04/2020 | 5.69% | 0.46 | 0.47 | 110,000 | 50,000 | 141,571 | 30,421 | 51,730 | 12,219 | 96.12% | 96.12% |
06/04/2020 | 16.01% | 0.47 | 0.48 | 110,000 | 50,000 | 118,555 | 30,531 | 52,414 | 15,718 | 96.81% | 96.81% |
03/04/2020 | 4.46% | 0.54 | 0.55 | 100,000 | 50,000 | 107,590 | 30,521 | 52,430 | 15,651 | 94.79% | 94.79% |
02/04/2020 | 4.52% | 0.50 | 0.51 | 100,000 | 50,000 | 109,481 | 30,464 | 52,233 | 15,314 | 96.38% | 96.38% |
01/04/2020 | 6.62% | 0.44 | 0.45 | 120,000 | 50,000 | 115,413 | 30,078 | 51,594 | 14,312 | 93.74% | 93.74% |
31/03/2020 | 10.68% | 0.38 | 0.39 | 140,000 | 50,000 | 128,882 | 30,156 | 51,570 | 13,188 | 94.99% | 94.99% |