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 | - | - |
17/04/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 100.00% | 100.00% |
16/04/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 100.00% | 100.00% |
15/04/2020 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 98.61% | 98.61% |
14/04/2020 | 0.45% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 498,754 | 100,200 | 99.78% | 99.78% |
09/04/2020 | 0.45% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,234 | 100,300 | 97.67% | 97.67% |
08/04/2020 | 0.45% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,236 | 100,300 | 98.19% | 98.19% |
07/04/2020 | 0.45% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 499,734 | 100,400 | 99.03% | 99.03% |
06/04/2020 | 0.45% | 100.00 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 499,734 | 100,400 | 99.00% | 99.00% |
03/04/2020 | 0.86% | 99.60 | 100.40 | 500,000 | 100,000 | 500,000 | 100,000 | 497,725 | 100,400 | 96.50% | 96.50% |