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 | - | - |
06/03/2020 | 0.85% | 1.05 | 1.06 | 250,000 | 250,000 | 249,946 | 249,799 | 296,816 | 299,152 | 70.39% | 70.39% |
05/03/2020 | 0.54% | 1.85 | 1.86 | 250,000 | 250,000 | 249,908 | 249,959 | 462,563 | 465,157 | 99.60% | 99.60% |
04/03/2020 | 0.49% | 2.01 | 2.02 | 250,000 | 250,000 | 250,000 | 250,000 | 511,748 | 514,248 | 90.19% | 90.19% |
03/03/2020 | 0.50% | 1.85 | 1.86 | 250,000 | 250,000 | 250,000 | 249,982 | 494,440 | 496,904 | 70.75% | 70.75% |
02/03/2020 | 0.73% | 1.43 | 1.44 | 250,000 | 250,000 | 249,995 | 249,979 | 344,077 | 346,556 | 49.80% | 49.80% |
28/02/2020 | 1.19% | 1.07 | 1.08 | 250,000 | 250,000 | 134,149 | 134,149 | 170,177 | 172,176 | 35.41% | 35.41% |
27/02/2020 | 0.49% | 1.96 | 1.97 | 500,000 | 500,000 | 500,000 | 500,000 | 1,026,070 | 1,031,070 | 72.43% | 72.43% |
26/02/2020 | 0.43% | 2.48 | 2.49 | 500,000 | 500,000 | 500,000 | 500,000 | 1,176,000 | 1,181,000 | 74.69% | 74.69% |
25/02/2020 | 0.36% | 2.49 | 2.50 | 500,000 | 500,000 | 500,000 | 500,000 | 1,378,750 | 1,383,750 | 91.85% | 91.85% |