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 | 4.69% | 99.30 | 101.10 | 250,000 | 50,000 | 224,752 | 44,950 | 220,513 | 45,987 | 40.79% | 40.79% |
12/03/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/03/2020 | 0.54% | 100.10 | 100.50 | 125,000 | 25,000 | 125,000 | 25,000 | 125,039 | 25,142 | 43.84% | 43.84% |
10/03/2020 | 0.54% | 100.20 | 100.60 | 125,000 | 25,000 | 125,000 | 25,000 | 125,163 | 25,168 | 87.66% | 87.66% |
09/03/2020 | 0.68% | 100.20 | 100.60 | 125,000 | 25,000 | 123,322 | 24,664 | 123,397 | 24,847 | 73.24% | 73.24% |
06/03/2020 | 0.67% | 100.20 | 100.60 | 500,000 | 100,000 | 500,000 | 100,000 | 500,321 | 100,738 | 95.83% | 95.83% |
05/03/2020 | 0.45% | 100.30 | 100.70 | 500,000 | 100,000 | 500,000 | 100,000 | 501,378 | 100,725 | 97.11% | 97.11% |
04/03/2020 | 0.42% | 100.40 | 100.80 | 500,000 | 100,000 | 500,000 | 100,000 | 501,946 | 100,811 | 90.93% | 90.93% |
03/03/2020 | 0.44% | 100.50 | 100.90 | 500,000 | 100,000 | 500,000 | 100,000 | 502,395 | 100,921 | 97.66% | 97.66% |