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 | - | - |
11/03/2020 | 10.04% | 0.38 | 0.42 | 12,500 | 12,500 | 12,500 | 12,500 | 4,891 | 5,405 | 99.06% | 99.06% |
10/03/2020 | 7.05% | 0.53 | 0.57 | 12,500 | 12,500 | 12,500 | 12,500 | 7,046 | 7,559 | 86.77% | 86.77% |
09/03/2020 | 7.82% | 0.53 | 0.58 | 12,500 | 12,500 | 12,500 | 12,500 | 6,322 | 6,835 | 74.69% | 74.69% |
06/03/2020 | 4.15% | 0.71 | 0.74 | 25,000 | 25,000 | 25,000 | 25,000 | 18,340 | 19,117 | 100.00% | 100.00% |
05/03/2020 | 3.47% | 0.91 | 0.94 | 25,000 | 25,000 | 25,000 | 25,000 | 22,038 | 22,815 | 82.53% | 82.53% |
04/03/2020 | 3.17% | 0.95 | 0.98 | 25,000 | 25,000 | 25,000 | 25,000 | 23,569 | 24,328 | 99.24% | 99.24% |
03/03/2020 | 3.24% | 0.91 | 0.94 | 25,000 | 25,000 | 25,000 | 25,000 | 23,303 | 24,069 | 84.57% | 84.57% |
02/03/2020 | 3.94% | 0.83 | 0.87 | 25,000 | 25,000 | 25,000 | 25,000 | 19,362 | 20,139 | 92.48% | 92.48% |
28/02/2020 | 4.33% | 0.69 | 0.72 | 25,000 | 25,000 | 25,113 | 25,063 | 17,699 | 18,438 | 97.90% | 97.90% |