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 | 18.31% | 0.12 | 0.16 | 12,500 | 12,500 | 12,500 | 12,500 | 2,894 | 3,406 | 97.52% | 97.52% |
12/03/2020 | 16.08% | 0.10 | 0.14 | 12,500 | 12,500 | 12,500 | 12,500 | 3,164 | 3,676 | 85.23% | 85.23% |
11/03/2020 | 6.88% | 0.56 | 0.60 | 12,500 | 12,500 | 12,500 | 12,500 | 7,197 | 7,709 | 99.08% | 99.08% |
10/03/2020 | 5.39% | 0.71 | 0.76 | 12,500 | 12,500 | 12,500 | 12,500 | 9,307 | 9,821 | 97.71% | 97.71% |
09/03/2020 | 5.81% | 0.72 | 0.76 | 12,500 | 12,500 | 12,500 | 12,500 | 8,582 | 9,096 | 74.50% | 74.50% |
06/03/2020 | 3.36% | 0.89 | 0.92 | 25,000 | 25,000 | 25,000 | 25,000 | 22,823 | 23,602 | 94.15% | 94.15% |
05/03/2020 | 2.89% | 1.09 | 1.12 | 25,000 | 25,000 | 25,000 | 25,000 | 26,538 | 27,315 | 82.53% | 82.53% |
04/03/2020 | 2.77% | 1.13 | 1.16 | 25,000 | 25,000 | 25,000 | 25,000 | 28,033 | 28,819 | 99.24% | 99.24% |
03/03/2020 | 2.72% | 1.09 | 1.12 | 25,000 | 25,000 | 25,000 | 25,000 | 27,803 | 28,569 | 84.51% | 84.51% |