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 | 7.21% | 0.18 | 0.21 | 280,000 | 50,000 | 259,113 | 50,000 | 50,592 | 10,500 | 0.97% | 100.00% |
07/04/2020 | 3.99% | 0.29 | 0.31 | 180,000 | 50,000 | 154,529 | 50,000 | 51,495 | 17,452 | 66.64% | 98.64% |
06/04/2020 | 4.87% | 0.32 | 0.33 | 160,000 | 50,000 | 167,049 | 50,000 | 51,970 | 16,343 | 31.15% | 99.27% |
03/04/2020 | - | 0.26 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
02/04/2020 | 4.49% | 0.27 | 0.31 | 190,000 | 50,000 | 169,988 | 50,000 | 51,671 | 15,897 | 18.19% | 100.00% |
01/04/2020 | 4.18% | 0.26 | 0.31 | 200,000 | 50,000 | 166,755 | 50,000 | 51,868 | 16,236 | 52.68% | 100.00% |
31/03/2020 | 5.18% | 0.29 | 0.31 | 180,000 | 50,000 | 169,536 | 50,000 | 51,754 | 16,078 | 12.76% | 100.00% |
30/03/2020 | 4.28% | 0.24 | 0.31 | 210,000 | 50,000 | 161,287 | 50,000 | 51,695 | 16,802 | 36.11% | 100.00% |
27/03/2020 | 3.66% | 0.38 | 0.40 | 140,000 | 50,000 | 136,130 | 50,000 | 51,900 | 19,800 | 100.00% | 100.00% |