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 | - | - |
05/03/2020 | 7.62% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 20,366 | 21,966 | 100.00% | 100.00% |
04/03/2020 | 6.00% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 26,015 | 27,615 | 100.00% | 100.00% |
03/03/2020 | 6.42% | 0.15 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 24,194 | 25,794 | 96.40% | 96.40% |
02/03/2020 | 6.57% | 0.14 | 0.14 | 160,000 | 160,000 | 160,000 | 160,000 | 24,899 | 26,499 | 100.00% | 100.00% |
28/02/2020 | 9.27% | 0.14 | 0.16 | 160,000 | 160,000 | 95,240 | 95,240 | 14,859 | 16,240 | 98.78% | 98.78% |
27/02/2020 | 3.33% | 0.28 | 0.29 | 160,000 | 160,000 | 160,000 | 160,000 | 47,517 | 49,117 | 92.15% | 92.15% |
26/02/2020 | 2.93% | 0.34 | 0.35 | 160,000 | 160,000 | 160,000 | 160,000 | 53,940 | 55,540 | 98.10% | 98.10% |
25/02/2020 | 2.70% | 0.35 | 0.36 | 160,000 | 160,000 | 160,000 | 160,000 | 58,591 | 60,191 | 100.00% | 100.00% |
24/02/2020 | 2.78% | 0.35 | 0.36 | 160,000 | 160,000 | 160,000 | 160,000 | 56,843 | 58,443 | 99.50% | 99.50% |