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 | - | - |
05/03/2020 | 11.25% | 0.07 | 0.08 | 99,500 | 94,500 | 99,500 | 99,434 | 8,859 | 9,849 | 99.91% | 99.91% |
04/03/2020 | 7.05% | 0.13 | 0.14 | 99,500 | 99,500 | 99,500 | 99,500 | 13,698 | 14,693 | 100.00% | 100.00% |
03/03/2020 | 5.96% | 0.14 | 0.15 | 99,500 | 99,500 | 99,500 | 99,500 | 16,267 | 17,262 | 93.65% | 93.65% |
02/03/2020 | 7.63% | 0.14 | 0.15 | 99,500 | 99,500 | 99,500 | 99,500 | 13,057 | 14,052 | 100.00% | 100.00% |
28/02/2020 | 7.28% | 0.14 | 0.15 | 99,500 | 99,500 | 99,488 | 99,500 | 13,265 | 14,262 | 97.58% | 97.58% |
27/02/2020 | 4.81% | 0.22 | 0.23 | 99,500 | 99,500 | 99,500 | 99,500 | 20,315 | 21,310 | 100.00% | 100.00% |
26/02/2020 | 4.05% | 0.26 | 0.27 | 99,500 | 99,500 | 99,500 | 99,500 | 24,261 | 25,256 | 97.27% | 97.27% |
25/02/2020 | 3.60% | 0.26 | 0.27 | 99,500 | 99,500 | 99,500 | 99,500 | 27,158 | 28,153 | 100.00% | 100.00% |
24/02/2020 | 3.96% | 0.28 | 0.29 | 99,500 | 99,500 | 99,500 | 99,453 | 24,718 | 25,701 | 100.00% | 100.00% |