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 | - | - |
10/03/2020 | 12.17% | 0.29 | 0.33 | 12,500 | 12,500 | 12,500 | 12,500 | 4,000 | 4,512 | 84.99% | 84.99% |
09/03/2020 | 14.19% | 0.30 | 0.34 | 12,500 | 12,500 | 12,500 | 12,500 | 3,371 | 3,883 | 73.85% | 73.85% |
06/03/2020 | 6.04% | 0.47 | 0.50 | 25,000 | 25,000 | 25,000 | 25,000 | 12,441 | 13,214 | 100.00% | 100.00% |
05/03/2020 | 4.67% | 0.68 | 0.71 | 25,000 | 25,000 | 25,000 | 25,000 | 16,125 | 16,895 | 82.54% | 82.54% |
04/03/2020 | 4.41% | 0.71 | 0.74 | 25,000 | 25,000 | 25,000 | 25,000 | 17,627 | 18,422 | 99.24% | 99.24% |
03/03/2020 | 4.27% | 0.67 | 0.70 | 25,000 | 25,000 | 25,000 | 25,000 | 17,524 | 18,288 | 98.75% | 98.75% |
02/03/2020 | 5.65% | 0.60 | 0.63 | 25,000 | 25,000 | 25,000 | 25,000 | 13,440 | 14,218 | 90.75% | 90.75% |
28/02/2020 | 6.43% | 0.45 | 0.49 | 25,000 | 25,000 | 25,188 | 25,063 | 11,803 | 12,511 | 97.90% | 97.90% |
27/02/2020 | 1.59% | 0.65 | 0.66 | 80,000 | 50,000 | 76,422 | 50,000 | 53,343 | 35,592 | 95.95% | 95.95% |