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 | - | 0.08 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
07/04/2020 | - | 0.11 | - | 460,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 80.28% |
06/04/2020 | 4.88% | 0.18 | 0.21 | 280,000 | 50,000 | 233,701 | 50,000 | 50,418 | 11,377 | 49.18% | 93.64% |
03/04/2020 | 4.43% | 0.27 | 0.28 | 190,000 | 50,000 | 186,037 | 49,349 | 49,925 | 13,846 | 100.00% | 100.00% |
02/04/2020 | 3.93% | 0.29 | 0.30 | 180,000 | 50,000 | 179,373 | 50,000 | 51,417 | 14,963 | 99.92% | 99.92% |
01/04/2020 | 3.46% | 0.30 | 0.31 | 170,000 | 50,000 | 167,985 | 50,000 | 51,723 | 15,963 | 100.00% | 100.00% |
31/03/2020 | 3.93% | 0.29 | 0.30 | 180,000 | 50,000 | 179,164 | 50,000 | 51,425 | 14,955 | 100.00% | 100.00% |
30/03/2020 | 2.59% | 0.36 | 0.37 | 140,000 | 50,000 | 132,243 | 50,000 | 51,855 | 20,157 | 99.72% | 99.72% |
27/03/2020 | 2.69% | 0.41 | 0.42 | 130,000 | 50,000 | 132,068 | 50,000 | 51,989 | 20,257 | 100.00% | 100.00% |