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 | - | - |
13/03/2020 | 3.93% | 0.39 | 0.41 | 150,000 | 150,000 | 132,430 | 132,430 | 66,337 | 69,003 | 99.90% | 99.90% |
12/03/2020 | 3.21% | 0.49 | 0.51 | 150,000 | 150,000 | 143,889 | 143,889 | 92,867 | 95,827 | 100.00% | 100.00% |
11/03/2020 | 1.13% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 132,017 | 133,517 | 99.23% | 99.23% |
10/03/2020 | 1.03% | 0.87 | 0.88 | 150,000 | 150,000 | 150,000 | 150,000 | 145,334 | 146,834 | 98.73% | 98.73% |
09/03/2020 | 1.54% | 1.03 | 1.04 | 150,000 | 150,000 | 133,306 | 133,306 | 138,415 | 140,461 | 99.51% | 99.51% |
06/03/2020 | 1.04% | 0.97 | 0.98 | 300,000 | 300,000 | 299,998 | 300,000 | 286,346 | 289,348 | 98.72% | 98.72% |
05/03/2020 | 1.12% | 0.90 | 0.91 | 300,000 | 300,000 | 300,000 | 300,000 | 265,210 | 268,210 | 100.00% | 100.00% |
04/03/2020 | 1.27% | 0.79 | 0.80 | 300,000 | 300,000 | 300,000 | 300,000 | 234,049 | 237,049 | 100.00% | 100.00% |
03/03/2020 | 1.29% | 0.81 | 0.82 | 300,000 | 300,000 | 300,000 | 300,000 | 231,785 | 234,785 | 98.98% | 98.98% |