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 | 4.04% | 0.23 | 0.24 | 50,000 | 50,000 | 50,000 | 50,000 | 12,253 | 12,753 | 97.54% | 97.54% |
09/03/2020 | 32.02% | 0.30 | 0.40 | 50,000 | 50,000 | 31,026 | 31,026 | 8,572 | 11,797 | 4.49% | 4.49% |
06/03/2020 | 2.36% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 42,066 | 43,066 | 98.83% | 98.83% |
05/03/2020 | 1.73% | 0.60 | 0.61 | 100,000 | 100,000 | 100,000 | 100,000 | 57,452 | 58,452 | 99.88% | 99.88% |
04/03/2020 | 1.58% | 0.64 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 62,941 | 63,941 | 100.00% | 100.00% |
03/03/2020 | 1.59% | 0.60 | 0.61 | 100,000 | 100,000 | 100,000 | 100,000 | 62,378 | 63,378 | 98.07% | 98.07% |
02/03/2020 | 2.16% | 0.52 | 0.53 | 100,000 | 100,000 | 100,000 | 100,000 | 46,024 | 47,024 | 100.00% | 100.00% |
28/02/2020 | 3.87% | 0.37 | 0.38 | 100,000 | 100,000 | 59,648 | 59,648 | 23,028 | 23,892 | 98.43% | 98.43% |
27/02/2020 | 1.63% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 61,231 | 62,231 | 93.11% | 93.11% |