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 | - | - |
08/04/2020 | - | 0.26 | - | 400,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 97.47% |
07/04/2020 | - | 0.30 | - | 400,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.19% |
06/04/2020 | 2.50% | 0.50 | 0.51 | 400,000 | 400,000 | 158,019 | 158,019 | 85,332 | 87,193 | 98.39% | 98.39% |
03/04/2020 | 1.41% | 0.72 | 0.73 | 400,000 | 400,000 | 157,376 | 157,376 | 109,900 | 111,474 | 98.62% | 98.62% |
02/04/2020 | 1.54% | 0.67 | 0.68 | 400,000 | 400,000 | 129,351 | 129,351 | 86,816 | 88,109 | 99.55% | 99.55% |
01/04/2020 | 1.56% | 0.60 | 0.61 | 200,000 | 200,000 | 81,552 | 81,552 | 50,748 | 51,563 | 93.53% | 93.53% |
31/03/2020 | 2.21% | 0.43 | 0.44 | 200,000 | 200,000 | 80,541 | 80,541 | 36,290 | 37,096 | 96.85% | 96.85% |
30/03/2020 | 1.47% | 0.45 | 0.50 | 200,000 | 200,000 | 67,101 | 67,101 | 43,662 | 44,333 | 84.41% | 94.44% |
27/03/2020 | 1.53% | 0.70 | 0.71 | 200,000 | 200,000 | 98,829 | 98,829 | 65,406 | 66,394 | 95.43% | 95.43% |