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 | 4.37% | 0.22 | 0.23 | 230,000 | 100,000 | 199,753 | 100,000 | 51,256 | 26,859 | 100.00% | 100.00% |
07/04/2020 | 4.43% | 0.20 | 0.23 | 250,000 | 100,000 | 228,300 | 100,000 | 50,585 | 23,174 | 12.09% | 98.65% |
06/04/2020 | 4.64% | 0.22 | 0.23 | 230,000 | 100,000 | 215,744 | 100,000 | 50,771 | 24,862 | 83.05% | 100.00% |
03/04/2020 | 3.13% | 0.36 | 0.37 | 140,000 | 100,000 | 144,378 | 98,043 | 50,389 | 35,289 | 100.00% | 100.00% |
02/04/2020 | 3.07% | 0.35 | 0.36 | 150,000 | 100,000 | 142,416 | 100,000 | 51,559 | 37,431 | 100.00% | 100.00% |
01/04/2020 | 3.23% | 0.33 | 0.35 | 160,000 | 100,000 | 155,498 | 100,000 | 51,737 | 34,469 | 100.00% | 100.00% |
31/03/2020 | 3.59% | 0.34 | 0.35 | 150,000 | 100,000 | 181,026 | 100,000 | 51,672 | 29,655 | 100.00% | 100.00% |
30/03/2020 | 2.80% | 0.36 | 0.37 | 140,000 | 100,000 | 130,982 | 100,000 | 51,940 | 40,997 | 100.00% | 100.00% |
27/03/2020 | 3.23% | 0.42 | 0.44 | 120,000 | 100,000 | 149,129 | 100,000 | 51,767 | 36,277 | 100.00% | 100.00% |