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 | 4.13% | 0.25 | 0.26 | 200,000 | 200,000 | 200,000 | 200,000 | 47,564 | 49,564 | 96.68% | 96.68% |
05/03/2020 | 2.97% | 0.33 | 0.34 | 200,000 | 200,000 | 200,000 | 200,000 | 66,533 | 68,533 | 97.65% | 97.65% |
04/03/2020 | 2.45% | 0.37 | 0.38 | 200,000 | 200,000 | 200,000 | 200,000 | 80,674 | 82,674 | 97.83% | 97.83% |
03/03/2020 | 1.98% | 0.43 | 0.44 | 200,000 | 200,000 | 200,000 | 200,000 | 100,089 | 102,089 | 94.97% | 94.97% |
02/03/2020 | 2.17% | 0.48 | 0.49 | 200,000 | 200,000 | 200,000 | 200,000 | 91,486 | 93,486 | 97.71% | 97.71% |
28/02/2020 | 2.75% | 0.51 | 0.52 | 200,000 | 200,000 | 119,402 | 119,402 | 64,963 | 66,691 | 95.07% | 95.07% |
27/02/2020 | 1.39% | 0.66 | 0.67 | 200,000 | 200,000 | 200,000 | 200,000 | 143,913 | 145,913 | 91.08% | 91.08% |
26/02/2020 | 1.30% | 0.80 | 0.81 | 200,000 | 200,000 | 200,000 | 200,000 | 153,161 | 155,161 | 96.78% | 96.78% |
25/02/2020 | 1.26% | 0.77 | 0.78 | 200,000 | 200,000 | 200,000 | 200,000 | 157,879 | 159,879 | 97.84% | 97.84% |