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 | 12.15% | 0.31 | 0.35 | 12,500 | 12,500 | 12,500 | 12,500 | 4,009 | 4,523 | 93.28% | 93.28% |
10/03/2020 | 8.09% | 0.46 | 0.50 | 12,500 | 12,500 | 12,500 | 12,500 | 6,096 | 6,608 | 97.72% | 97.72% |
09/03/2020 | 9.12% | 0.46 | 0.50 | 12,500 | 12,500 | 12,500 | 12,500 | 5,368 | 5,879 | 74.50% | 74.50% |
06/03/2020 | 4.63% | 0.63 | 0.66 | 25,000 | 25,000 | 25,000 | 25,000 | 16,415 | 17,191 | 100.00% | 100.00% |
05/03/2020 | 3.77% | 0.83 | 0.87 | 25,000 | 25,000 | 25,000 | 25,000 | 20,111 | 20,881 | 82.53% | 82.53% |
04/03/2020 | 3.46% | 0.87 | 0.90 | 25,000 | 25,000 | 25,000 | 25,000 | 21,617 | 22,378 | 99.24% | 99.24% |
03/03/2020 | 3.61% | 0.83 | 0.86 | 25,000 | 25,000 | 25,000 | 25,000 | 21,486 | 22,275 | 98.75% | 98.75% |
02/03/2020 | 4.37% | 0.76 | 0.79 | 25,000 | 25,000 | 25,000 | 25,000 | 17,419 | 18,196 | 95.74% | 95.74% |
28/02/2020 | 4.83% | 0.61 | 0.64 | 25,000 | 25,000 | 25,138 | 25,063 | 15,774 | 16,498 | 97.90% | 97.90% |