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 | 14.93% | 0.11 | 0.13 | 40,000 | 40,000 | 39,999 | 40,000 | 5,472 | 6,272 | 100.00% | 100.00% |
04/03/2020 | 8.32% | 0.23 | 0.25 | 40,000 | 40,000 | 40,000 | 39,997 | 9,284 | 10,084 | 100.00% | 100.00% |
03/03/2020 | 6.92% | 0.23 | 0.25 | 40,000 | 40,000 | 39,999 | 39,999 | 11,226 | 12,026 | 99.57% | 99.57% |
02/03/2020 | 9.39% | 0.23 | 0.25 | 40,000 | 40,000 | 40,000 | 40,000 | 8,558 | 9,358 | 96.84% | 96.84% |
28/02/2020 | 13.46% | 0.23 | 0.25 | 40,000 | 40,000 | 23,731 | 23,731 | 5,144 | 5,833 | 99.13% | 99.13% |
27/02/2020 | 5.26% | 0.40 | 0.42 | 40,000 | 40,000 | 39,996 | 39,998 | 14,914 | 15,715 | 92.83% | 92.83% |
26/02/2020 | 4.36% | 0.49 | 0.51 | 40,000 | 40,000 | 39,999 | 39,999 | 18,099 | 18,899 | 100.00% | 100.00% |
25/02/2020 | 3.83% | 0.48 | 0.50 | 40,000 | 40,000 | 40,000 | 39,997 | 20,512 | 21,311 | 99.06% | 99.06% |
24/02/2020 | 4.24% | 0.52 | 0.54 | 40,000 | 40,000 | 40,000 | 40,000 | 18,522 | 19,322 | 98.69% | 98.69% |