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 | 4.67% | 0.63 | 0.67 | 300,000 | 300,000 | 300,000 | 299,999 | 226,750 | 237,356 | 81.76% | 81.76% |
05/03/2020 | 2.36% | 1.46 | 1.49 | 300,000 | 300,000 | 300,000 | 300,000 | 438,668 | 449,079 | 83.28% | 83.28% |
04/03/2020 | 1.46% | 1.65 | 1.68 | 300,000 | 300,000 | 300,000 | 300,000 | 496,916 | 504,142 | 90.50% | 90.50% |
03/03/2020 | 2.21% | 1.60 | 1.64 | 300,000 | 300,000 | 300,000 | 300,000 | 476,480 | 487,118 | 90.63% | 90.63% |
02/03/2020 | 3.10% | 1.06 | 1.09 | 300,000 | 300,000 | 300,000 | 300,000 | 288,019 | 296,706 | 82.70% | 82.70% |
28/02/2020 | 4.06% | 0.72 | 0.75 | 300,000 | 300,000 | 300,000 | 300,000 | 257,173 | 267,624 | 86.71% | 86.71% |
27/02/2020 | 0.97% | 1.61 | 1.63 | 300,000 | 300,000 | 299,965 | 299,960 | 475,552 | 480,130 | 56.55% | 56.55% |
26/02/2020 | 0.77% | 2.12 | 2.13 | 300,000 | 300,000 | 300,000 | 300,000 | 585,149 | 589,642 | 72.38% | 72.38% |
25/02/2020 | 0.65% | 2.13 | 2.14 | 300,000 | 300,000 | 300,000 | 300,000 | 716,099 | 720,764 | 97.81% | 97.81% |