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 | 0.74% | 1.37 | 1.38 | 563,000 | 563,000 | 563,000 | 563,000 | 757,073 | 762,703 | 99.20% | 99.20% |
10/03/2020 | 0.68% | 1.28 | 1.29 | 563,000 | 563,000 | 563,000 | 563,000 | 836,131 | 841,761 | 93.52% | 93.52% |
09/03/2020 | 1.06% | 1.46 | 1.47 | 563,000 | 563,000 | 531,888 | 531,887 | 685,320 | 692,083 | 33.35% | 33.35% |
06/03/2020 | 0.53% | 1.92 | 1.93 | 1,125,000 | 1,125,000 | 1,125,000 | 1,125,000 | 2,142,240 | 2,153,490 | 96.70% | 96.70% |
05/03/2020 | 0.40% | 2.71 | 2.72 | 1,125,000 | 1,125,000 | 1,125,000 | 1,125,000 | 2,835,140 | 2,846,390 | 97.32% | 97.32% |
04/03/2020 | 0.40% | 2.52 | 2.53 | 1,125,000 | 1,125,000 | 1,125,000 | 1,125,000 | 2,841,270 | 2,852,520 | 99.50% | 99.50% |
03/03/2020 | 0.36% | 2.61 | 2.62 | 1,125,000 | 1,125,000 | 1,125,000 | 1,125,000 | 3,096,210 | 3,107,460 | 90.74% | 90.74% |
02/03/2020 | 0.48% | 2.27 | 2.28 | 1,125,000 | 1,125,000 | 1,125,000 | 1,125,000 | 2,330,430 | 2,341,680 | 91.99% | 91.99% |
28/02/2020 | 0.97% | 1.59 | 1.60 | 1,125,000 | 1,125,000 | 650,420 | 650,420 | 1,043,530 | 1,053,180 | 87.95% | 87.95% |