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 | 38.17% | 0.06 | 0.09 | 25,000 | 25,000 | 25,000 | 25,000 | 1,745 | 2,514 | 83.14% | 83.14% |
04/03/2020 | 22.83% | 0.12 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 3,037 | 3,815 | 100.00% | 100.00% |
03/03/2020 | 19.46% | 0.12 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 3,643 | 4,425 | 99.86% | 99.86% |
02/03/2020 | 25.06% | 0.12 | 0.15 | 25,000 | 25,000 | 25,000 | 25,000 | 2,855 | 3,634 | 97.99% | 97.99% |
28/02/2020 | 23.63% | 0.12 | 0.15 | 25,000 | 25,000 | 27,543 | 25,193 | 3,261 | 3,700 | 97.83% | 97.83% |
27/02/2020 | 5.37% | 0.22 | 0.23 | 230,000 | 50,000 | 252,419 | 50,000 | 50,480 | 10,616 | 100.00% | 100.00% |
26/02/2020 | 4.41% | 0.26 | 0.27 | 200,000 | 50,000 | 210,369 | 50,000 | 50,808 | 12,700 | 94.84% | 94.84% |
25/02/2020 | 3.97% | 0.26 | 0.27 | 200,000 | 50,000 | 189,202 | 50,000 | 51,300 | 14,124 | 100.00% | 100.00% |
24/02/2020 | 4.37% | 0.27 | 0.28 | 190,000 | 50,000 | 205,291 | 50,000 | 50,547 | 12,896 | 100.00% | 100.00% |