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 | 1.82% | 0.53 | 0.54 | 50,000 | 50,000 | 50,000 | 50,000 | 27,350 | 27,850 | 98.31% | 98.31% |
10/03/2020 | 1.39% | 0.69 | 0.70 | 50,000 | 50,000 | 50,000 | 50,000 | 35,792 | 36,292 | 97.38% | 97.38% |
09/03/2020 | 2.33% | 0.69 | 0.70 | 50,000 | 50,000 | 44,532 | 44,532 | 30,304 | 30,979 | 94.42% | 94.42% |
06/03/2020 | 1.09% | 0.89 | 0.90 | 100,000 | 100,000 | 100,000 | 100,000 | 91,510 | 92,510 | 98.41% | 98.41% |
05/03/2020 | 0.93% | 1.09 | 1.10 | 100,000 | 100,000 | 100,000 | 100,000 | 106,894 | 107,894 | 99.90% | 99.90% |
04/03/2020 | 0.89% | 1.13 | 1.14 | 100,000 | 100,000 | 100,000 | 100,000 | 112,326 | 113,326 | 100.00% | 100.00% |
03/03/2020 | 0.89% | 1.09 | 1.10 | 100,000 | 100,000 | 100,000 | 100,000 | 111,780 | 112,780 | 97.83% | 97.83% |
02/03/2020 | 1.04% | 1.01 | 1.02 | 100,000 | 100,000 | 100,000 | 100,000 | 95,400 | 96,400 | 100.00% | 100.00% |
28/02/2020 | 1.72% | 0.86 | 0.87 | 100,000 | 100,000 | 59,584 | 59,584 | 52,441 | 53,305 | 97.90% | 97.90% |