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 | 1.90% | 3.01 | 3.07 | 3,000 | 3,000 | 3,000 | 3,000 | 9,371 | 9,551 | 99.77% | 99.77% |
10/03/2020 | 1.74% | 3.10 | 3.16 | 3,000 | 3,000 | 3,000 | 2,997 | 10,314 | 10,484 | 99.18% | 99.18% |
09/03/2020 | 3.04% | 2.91 | 2.97 | 3,000 | 3,000 | 2,702 | 2,714 | 8,370 | 8,659 | 98.55% | 99.71% |
06/03/2020 | 1.07% | 5.45 | 5.51 | 5,000 | 5,000 | 5,000 | 4,989 | 27,763 | 28,000 | 99.01% | 99.01% |
05/03/2020 | 1.07% | 5.65 | 5.71 | 5,000 | 5,000 | 4,995 | 4,996 | 27,754 | 28,057 | 100.00% | 100.00% |
04/03/2020 | 1.19% | 4.88 | 4.94 | 5,000 | 5,000 | 4,999 | 4,990 | 24,981 | 25,236 | 99.97% | 100.00% |
03/03/2020 | 1.17% | 4.95 | 5.01 | 5,000 | 5,000 | 4,997 | 4,997 | 25,549 | 25,847 | 99.60% | 99.60% |
02/03/2020 | 1.19% | 5.21 | 5.27 | 5,000 | 5,000 | 5,000 | 4,999 | 25,106 | 25,401 | 100.00% | 100.00% |
28/02/2020 | 1.90% | 4.95 | 5.01 | 5,000 | 5,000 | 3,380 | 3,379 | 16,231 | 16,527 | 99.16% | 99.44% |