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 | 0.77% | 0.98 | 1.20 | 500,000 | 500,000 | 110,363 | 110,362 | 143,095 | 144,197 | 51.82% | 99.56% |
07/04/2020 | 1.07% | 0.85 | 0.86 | 500,000 | 500,000 | 347,206 | 347,206 | 318,918 | 322,390 | 17.25% | 100.00% |
06/04/2020 | 0.49% | 1.88 | 1.89 | 500,000 | 500,000 | 187,166 | 187,166 | 370,493 | 372,365 | 100.00% | 100.00% |
03/04/2020 | 0.37% | 2.76 | 2.77 | 500,000 | 500,000 | 188,572 | 188,568 | 499,306 | 501,181 | 97.73% | 97.73% |
02/04/2020 | 0.68% | 2.66 | 2.67 | 500,000 | 500,000 | 141,233 | 141,233 | 387,730 | 389,606 | 96.25% | 96.25% |
01/04/2020 | 0.68% | 2.42 | 2.43 | 250,000 | 250,000 | 93,058 | 93,058 | 241,162 | 242,485 | 99.14% | 99.14% |
31/03/2020 | 1.07% | 1.62 | 1.63 | 250,000 | 250,000 | 93,647 | 93,648 | 156,683 | 158,013 | 99.83% | 99.83% |
30/03/2020 | 0.79% | 1.86 | 1.87 | 250,000 | 250,000 | 90,779 | 90,786 | 195,787 | 197,110 | 97.65% | 97.65% |
27/03/2020 | 0.78% | 2.16 | 2.17 | 250,000 | 250,000 | 144,780 | 144,788 | 295,587 | 297,375 | 98.31% | 98.31% |