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 | 8.09% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 19,147 | 20,747 | 100.00% | 100.00% |
04/03/2020 | 6.29% | 0.14 | 0.14 | 160,000 | 160,000 | 160,000 | 160,000 | 24,818 | 26,418 | 100.00% | 100.00% |
03/03/2020 | 6.75% | 0.14 | 0.15 | 160,000 | 160,000 | 160,000 | 160,000 | 22,994 | 24,594 | 96.86% | 96.86% |
02/03/2020 | 6.94% | 0.13 | 0.14 | 160,000 | 160,000 | 160,000 | 160,000 | 23,660 | 25,260 | 100.00% | 100.00% |
28/02/2020 | 9.72% | 0.14 | 0.14 | 160,000 | 160,000 | 95,189 | 95,189 | 14,127 | 15,508 | 98.64% | 98.64% |
27/02/2020 | 3.41% | 0.28 | 0.29 | 160,000 | 160,000 | 160,000 | 160,000 | 46,371 | 47,971 | 91.91% | 91.91% |
26/02/2020 | 2.99% | 0.34 | 0.35 | 160,000 | 160,000 | 160,000 | 160,000 | 52,710 | 54,310 | 98.11% | 98.11% |
25/02/2020 | 2.75% | 0.34 | 0.35 | 160,000 | 160,000 | 160,000 | 160,000 | 57,441 | 59,041 | 100.00% | 100.00% |
24/02/2020 | 2.83% | 0.34 | 0.35 | 160,000 | 160,000 | 160,000 | 160,000 | 55,734 | 57,334 | 99.42% | 99.42% |