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 | 1.38% | 0.55 | 0.72 | 1,125,000 | 338,000 | 338,000 | 338,000 | 243,275 | 246,655 | 5.26% | 90.06% |
07/04/2020 | - | 0.59 | 0.72 | 1,125,000 | 338,000 | 0 | 0 | 0 | 0 | 0.00% | 98.38% |
06/04/2020 | 0.89% | 1.03 | 1.04 | 1,125,000 | 1,125,000 | 513,378 | 513,378 | 570,356 | 575,490 | 80.25% | 80.25% |
03/04/2020 | 0.61% | 1.68 | 1.69 | 1,125,000 | 1,125,000 | 497,862 | 497,861 | 804,348 | 809,324 | 96.24% | 96.24% |
02/04/2020 | 0.59% | 1.66 | 1.67 | 1,125,000 | 1,125,000 | 392,371 | 392,371 | 671,880 | 675,804 | 99.22% | 99.22% |
01/04/2020 | 0.63% | 1.42 | 1.43 | 563,000 | 563,000 | 255,450 | 255,450 | 400,027 | 402,582 | 98.84% | 98.84% |
31/03/2020 | 0.99% | 0.92 | 0.93 | 563,000 | 563,000 | 212,329 | 212,329 | 211,727 | 213,851 | 98.00% | 98.00% |
30/03/2020 | 0.66% | 1.17 | 1.18 | 563,000 | 563,000 | 210,050 | 210,050 | 296,680 | 298,780 | 99.54% | 99.54% |
27/03/2020 | 0.75% | 1.56 | 1.57 | 563,000 | 563,000 | 330,238 | 330,238 | 481,244 | 484,645 | 99.35% | 99.35% |