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 | - | 0.20 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
07/04/2020 | - | 0.21 | - | 240,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.61% |
06/04/2020 | 2.70% | 0.34 | 0.38 | 150,000 | 50,000 | 140,000 | 50,000 | 51,785 | 19,000 | 0.18% | 97.47% |
03/04/2020 | 2.22% | 0.51 | 0.52 | 100,000 | 50,000 | 102,130 | 49,348 | 51,421 | 25,413 | 100.00% | 100.00% |
02/04/2020 | 2.22% | 0.52 | 0.53 | 100,000 | 50,000 | 106,631 | 50,000 | 52,616 | 25,309 | 99.98% | 99.98% |
01/04/2020 | 2.24% | 0.48 | 0.49 | 110,000 | 50,000 | 106,455 | 50,000 | 51,992 | 25,027 | 98.94% | 98.94% |
31/03/2020 | 2.70% | 0.43 | 0.44 | 120,000 | 50,000 | 130,318 | 50,000 | 52,046 | 20,557 | 74.15% | 97.16% |
30/03/2020 | 2.22% | 0.46 | 0.47 | 110,000 | 50,000 | 106,851 | 50,000 | 51,970 | 24,899 | 85.49% | 85.49% |
27/03/2020 | 2.57% | 0.42 | 0.43 | 120,000 | 50,000 | 120,575 | 50,000 | 51,988 | 22,219 | 65.75% | 99.86% |