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 | 15.78% | 0.21 | 0.26 | 12,500 | 12,500 | 12,500 | 12,500 | 3,064 | 3,577 | 97.71% | 97.71% |
09/03/2020 | 20.09% | 0.22 | 0.26 | 12,500 | 12,500 | 12,500 | 12,500 | 2,334 | 2,847 | 72.95% | 72.95% |
06/03/2020 | 7.27% | 0.39 | 0.42 | 25,000 | 25,000 | 25,000 | 25,000 | 10,340 | 11,117 | 100.00% | 100.00% |
05/03/2020 | 5.39% | 0.59 | 0.62 | 25,000 | 25,000 | 25,000 | 25,000 | 14,056 | 14,831 | 82.54% | 82.54% |
04/03/2020 | 4.76% | 0.63 | 0.66 | 25,000 | 25,000 | 25,000 | 25,000 | 15,569 | 16,328 | 99.24% | 99.24% |
03/03/2020 | 4.89% | 0.59 | 0.62 | 25,000 | 25,000 | 25,000 | 25,000 | 15,303 | 16,070 | 84.86% | 84.86% |
02/03/2020 | 6.65% | 0.52 | 0.55 | 25,000 | 25,000 | 25,000 | 25,000 | 11,381 | 12,161 | 92.26% | 92.26% |
28/02/2020 | 7.77% | 0.37 | 0.40 | 25,000 | 25,000 | 25,220 | 25,062 | 9,727 | 10,431 | 97.85% | 97.85% |
27/02/2020 | 1.78% | 0.57 | 0.58 | 90,000 | 50,000 | 86,183 | 50,000 | 52,921 | 31,398 | 94.83% | 94.83% |