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 | 1.74% | 0.44 | 0.45 | 250,000 | 250,000 | 249,798 | 249,680 | 147,156 | 149,574 | 66.05% | 66.05% |
05/03/2020 | 0.82% | 1.23 | 1.24 | 250,000 | 250,000 | 249,577 | 249,779 | 305,847 | 308,580 | 99.61% | 99.61% |
04/03/2020 | 0.71% | 1.35 | 1.36 | 250,000 | 250,000 | 250,000 | 249,988 | 351,020 | 353,503 | 87.78% | 87.78% |
03/03/2020 | 0.75% | 1.22 | 1.23 | 250,000 | 250,000 | 249,954 | 249,993 | 334,715 | 337,264 | 70.48% | 70.48% |
02/03/2020 | 1.35% | 0.82 | 0.83 | 250,000 | 250,000 | 249,736 | 249,574 | 189,815 | 192,118 | 49.27% | 49.27% |
28/02/2020 | 2.17% | 0.50 | 0.51 | 230,000 | 250,000 | 133,666 | 133,470 | 92,364 | 94,192 | 35.30% | 35.30% |
27/02/2020 | 0.69% | 1.36 | 1.37 | 500,000 | 500,000 | 499,874 | 499,999 | 725,001 | 730,160 | 72.59% | 72.59% |
26/02/2020 | 0.58% | 1.87 | 1.88 | 500,000 | 500,000 | 500,000 | 499,994 | 870,040 | 875,028 | 74.03% | 74.03% |
25/02/2020 | 0.47% | 1.87 | 1.88 | 500,000 | 500,000 | 500,000 | 500,000 | 1,071,740 | 1,076,740 | 91.72% | 91.72% |