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 | - | - |
30/03/2020 | 2.84% | 103.95 | 106.95 | 60,000 | 60,000 | 60,000 | 60,000 | 62,370 | 64,170 | 94.29% | 94.29% |
27/03/2020 | 2.85% | 103.88 | 106.88 | 60,000 | 60,000 | 60,000 | 60,000 | 62,357 | 64,157 | 100.00% | 100.00% |
26/03/2020 | 2.85% | 103.92 | 106.92 | 60,000 | 60,000 | 60,000 | 60,000 | 62,264 | 64,064 | 100.00% | 100.00% |
25/03/2020 | 2.85% | 103.73 | 106.73 | 60,000 | 60,000 | 60,000 | 60,000 | 62,168 | 63,968 | 100.00% | 100.00% |
24/03/2020 | 2.91% | 101.92 | 104.92 | 60,000 | 60,000 | 60,000 | 60,000 | 60,901 | 62,701 | 99.65% | 99.65% |
23/03/2020 | 2.94% | 100.38 | 103.38 | 60,000 | 60,000 | 60,000 | 60,000 | 60,331 | 62,131 | 97.52% | 97.52% |
20/03/2020 | 2.86% | 103.11 | 106.11 | 60,000 | 60,000 | 60,000 | 60,000 | 61,979 | 63,779 | 100.00% | 100.00% |
19/03/2020 | 2.96% | 100.89 | 103.89 | 60,000 | 60,000 | 60,000 | 60,000 | 59,877 | 61,677 | 100.00% | 100.00% |
18/03/2020 | 2.97% | 100.28 | 103.28 | 60,000 | 60,000 | 60,000 | 60,000 | 59,620 | 61,420 | 100.00% | 100.00% |