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 | 0.65% | 1.55 | 1.56 | 250,000 | 250,000 | 250,000 | 250,000 | 386,399 | 388,899 | 93.39% | 93.39% |
05/03/2020 | 0.38% | 2.79 | 2.80 | 250,000 | 250,000 | 250,000 | 250,000 | 653,665 | 656,165 | 97.88% | 97.88% |
04/03/2020 | 0.38% | 2.58 | 2.59 | 250,000 | 250,000 | 250,000 | 250,000 | 651,410 | 653,910 | 94.07% | 94.07% |
03/03/2020 | 0.35% | 2.85 | 2.86 | 250,000 | 250,000 | 249,999 | 249,999 | 720,477 | 722,977 | 74.39% | 74.39% |
02/03/2020 | 0.60% | 2.16 | 2.17 | 250,000 | 250,000 | 250,000 | 250,000 | 427,380 | 429,880 | 80.86% | 80.86% |
28/02/2020 | 1.20% | 1.07 | 1.08 | 250,000 | 250,000 | 146,361 | 146,361 | 184,012 | 186,164 | 87.80% | 87.80% |
27/02/2020 | 0.35% | 2.70 | 2.71 | 250,000 | 250,000 | 249,999 | 249,833 | 707,693 | 709,756 | 93.88% | 93.88% |
26/02/2020 | 0.29% | 3.74 | 3.75 | 250,000 | 250,000 | 250,000 | 249,998 | 870,397 | 872,890 | 98.48% | 98.48% |
25/02/2020 | 0.23% | 3.96 | 3.97 | 250,000 | 250,000 | 250,000 | 250,000 | 1,105,700 | 1,108,200 | 95.48% | 95.48% |