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 | - | - |
06/03/2020 | 4.48% | 0.21 | 0.22 | 160,000 | 160,000 | 160,000 | 160,000 | 35,035 | 36,635 | 99.24% | 99.24% |
05/03/2020 | 3.01% | 0.31 | 0.32 | 160,000 | 160,000 | 160,000 | 160,000 | 52,410 | 54,010 | 100.00% | 100.00% |
04/03/2020 | 2.71% | 0.35 | 0.36 | 160,000 | 160,000 | 160,000 | 160,000 | 58,246 | 59,846 | 100.00% | 100.00% |
03/03/2020 | 2.80% | 0.35 | 0.36 | 160,000 | 160,000 | 160,000 | 160,000 | 56,413 | 58,013 | 96.83% | 96.83% |
02/03/2020 | 2.81% | 0.33 | 0.34 | 160,000 | 160,000 | 160,000 | 160,000 | 56,769 | 58,369 | 100.00% | 100.00% |
28/02/2020 | 4.18% | 0.34 | 0.35 | 160,000 | 160,000 | 95,240 | 95,240 | 33,964 | 35,345 | 98.78% | 98.78% |
27/02/2020 | 1.99% | 0.48 | 0.49 | 160,000 | 160,000 | 160,000 | 160,000 | 79,772 | 81,372 | 92.12% | 92.12% |
26/02/2020 | 1.84% | 0.55 | 0.56 | 160,000 | 160,000 | 160,000 | 160,000 | 86,304 | 87,904 | 98.05% | 98.05% |
25/02/2020 | 1.74% | 0.55 | 0.56 | 160,000 | 160,000 | 160,000 | 160,000 | 91,114 | 92,714 | 100.00% | 100.00% |