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 | - | 0.36 | - | 140,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
07/04/2020 | - | 0.33 | - | 160,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
06/04/2020 | 5.45% | 0.60 | 0.64 | 90,000 | 50,000 | 74,894 | 49,999 | 53,525 | 37,967 | 98.47% | 100.00% |
03/04/2020 | 4.03% | 1.15 | 1.23 | 12,500 | 12,500 | 43,083 | 43,082 | 49,871 | 51,685 | 98.46% | 98.46% |
02/04/2020 | 3.53% | 1.15 | 1.19 | 50,000 | 50,000 | 48,448 | 48,443 | 56,194 | 58,147 | 99.48% | 99.48% |
01/04/2020 | 3.55% | 1.09 | 1.13 | 50,000 | 50,000 | 49,858 | 49,855 | 55,528 | 57,520 | 100.00% | 100.00% |
31/03/2020 | 15.68% | 0.79 | 0.84 | 70,000 | 30,000 | 76,614 | 33,152 | 53,562 | 27,183 | 99.07% | 99.07% |
30/03/2020 | 3.65% | 0.93 | 0.97 | 60,000 | 50,000 | 51,080 | 49,999 | 55,111 | 56,057 | 99.61% | 99.61% |
27/03/2020 | 4.01% | 1.09 | 1.13 | 50,000 | 50,000 | 54,791 | 49,999 | 53,518 | 51,248 | 99.88% | 99.88% |