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 | - | - |
06/03/2020 | 32.60% | 0.13 | 0.16 | 25,000 | 25,000 | 25,000 | 25,000 | 2,130 | 2,905 | 99.42% | 99.42% |
05/03/2020 | 14.53% | 0.19 | 0.22 | 25,000 | 25,000 | 25,000 | 25,000 | 4,944 | 5,710 | 83.14% | 83.14% |
04/03/2020 | 11.70% | 0.24 | 0.28 | 25,000 | 25,000 | 25,000 | 25,000 | 6,218 | 6,990 | 100.00% | 100.00% |
03/03/2020 | 10.73% | 0.25 | 0.28 | 25,000 | 25,000 | 25,000 | 25,000 | 6,828 | 7,601 | 94.62% | 94.62% |
02/03/2020 | 12.27% | 0.25 | 0.28 | 25,000 | 25,000 | 25,000 | 25,000 | 6,018 | 6,796 | 100.00% | 100.00% |
28/02/2020 | 12.03% | 0.25 | 0.28 | 25,000 | 25,000 | 26,279 | 25,193 | 6,412 | 6,898 | 97.83% | 97.83% |
27/02/2020 | 3.24% | 0.34 | 0.35 | 150,000 | 50,000 | 159,082 | 50,000 | 52,136 | 16,971 | 100.00% | 100.00% |
26/02/2020 | 2.99% | 0.39 | 0.40 | 130,000 | 50,000 | 139,856 | 49,999 | 51,592 | 19,059 | 94.84% | 94.84% |
25/02/2020 | 2.76% | 0.38 | 0.39 | 140,000 | 50,000 | 130,253 | 50,000 | 51,897 | 20,483 | 100.00% | 100.00% |