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 | - | - |
12/03/2020 | 1.45% | 0.37 | 0.40 | 55,000 | 55,000 | 55,000 | 55,000 | 38,861 | 39,411 | 94.82% | 99.96% |
11/03/2020 | 0.74% | 1.32 | 1.33 | 55,000 | 55,000 | 55,000 | 55,000 | 73,924 | 74,474 | 99.78% | 99.78% |
10/03/2020 | 0.60% | 1.62 | 1.63 | 55,000 | 55,000 | 55,000 | 55,000 | 91,998 | 92,548 | 90.56% | 90.56% |
09/03/2020 | 0.62% | 1.63 | 1.64 | 55,000 | 55,000 | 55,000 | 55,000 | 88,598 | 89,148 | 100.00% | 100.00% |
06/03/2020 | 0.48% | 2.02 | 2.03 | 55,000 | 55,000 | 55,000 | 55,000 | 114,392 | 114,942 | 100.00% | 100.00% |
05/03/2020 | 0.42% | 2.44 | 2.45 | 55,000 | 55,000 | 55,000 | 55,000 | 131,306 | 131,856 | 99.91% | 99.91% |
04/03/2020 | 0.40% | 2.51 | 2.52 | 55,000 | 55,000 | 55,000 | 55,000 | 135,750 | 136,300 | 40.62% | 40.62% |
03/03/2020 | 0.40% | 2.43 | 2.44 | 55,000 | 55,000 | 55,000 | 55,000 | 136,735 | 137,285 | 100.00% | 100.00% |
02/03/2020 | 0.46% | 2.28 | 2.29 | 55,000 | 55,000 | 55,000 | 55,000 | 118,740 | 119,290 | 100.00% | 100.00% |