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 | - | - |
15/04/2020 | 2.87% | 0.16 | 0.34 | 320,000 | 25,000 | 151,499 | 25,000 | 51,944 | 8,825 | 41.04% | 90.52% |
14/04/2020 | 4.62% | 0.31 | 0.32 | 170,000 | 50,000 | 143,676 | 31,733 | 51,721 | 11,791 | 78.80% | 78.90% |
09/04/2020 | 1.54% | 0.69 | 0.70 | 80,000 | 50,000 | 81,267 | 30,577 | 52,350 | 20,191 | 95.63% | 95.63% |
08/04/2020 | 1.62% | 0.61 | 0.62 | 90,000 | 50,000 | 87,131 | 30,503 | 53,386 | 19,014 | 96.58% | 96.58% |
07/04/2020 | 3.87% | 0.63 | 0.64 | 80,000 | 50,000 | 96,692 | 30,423 | 52,198 | 17,488 | 96.13% | 96.13% |
06/04/2020 | 11.65% | 0.64 | 0.65 | 80,000 | 50,000 | 86,945 | 30,525 | 53,939 | 21,123 | 96.75% | 96.75% |
03/04/2020 | 3.21% | 0.73 | 0.74 | 70,000 | 50,000 | 78,771 | 30,457 | 53,666 | 21,532 | 94.45% | 94.45% |
02/04/2020 | 3.17% | 0.69 | 0.70 | 80,000 | 50,000 | 79,372 | 30,469 | 53,218 | 21,176 | 96.36% | 96.36% |
01/04/2020 | 4.75% | 0.63 | 0.64 | 80,000 | 50,000 | 82,656 | 30,180 | 52,783 | 20,148 | 94.21% | 94.21% |