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 | 3.06% | 0.30 | 0.31 | 50,000 | 50,000 | 50,000 | 50,000 | 16,300 | 16,800 | 97.39% | 97.39% |
09/03/2020 | 20.90% | 0.34 | 0.42 | 50,000 | 50,000 | 43,983 | 43,983 | 14,396 | 17,738 | 86.20% | 86.20% |
06/03/2020 | 1.89% | 0.50 | 0.51 | 100,000 | 100,000 | 100,000 | 100,000 | 52,414 | 53,414 | 98.57% | 98.57% |
05/03/2020 | 1.47% | 0.70 | 0.71 | 100,000 | 100,000 | 100,000 | 100,000 | 67,840 | 68,840 | 99.89% | 99.89% |
04/03/2020 | 1.36% | 0.74 | 0.75 | 100,000 | 100,000 | 100,000 | 100,000 | 73,278 | 74,278 | 100.00% | 100.00% |
03/03/2020 | 1.37% | 0.70 | 0.71 | 100,000 | 100,000 | 100,000 | 100,000 | 72,701 | 73,701 | 97.85% | 97.85% |
02/03/2020 | 1.77% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 56,347 | 57,347 | 100.00% | 100.00% |
28/02/2020 | 3.07% | 0.47 | 0.48 | 100,000 | 100,000 | 59,586 | 59,586 | 29,180 | 30,044 | 97.91% | 97.91% |
27/02/2020 | 1.39% | 0.67 | 0.68 | 100,000 | 100,000 | 100,000 | 100,000 | 71,583 | 72,583 | 92.16% | 92.16% |