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 | 15.77% | 0.36 | 0.42 | 140,000 | 100,000 | 147,785 | 100,000 | 51,770 | 41,170 | 100.00% | 100.00% |
07/04/2020 | 17.60% | 0.35 | 0.41 | 150,000 | 100,000 | 166,183 | 100,000 | 51,637 | 37,459 | 99.62% | 99.62% |
06/04/2020 | 12.07% | 0.37 | 0.43 | 140,000 | 100,000 | 112,250 | 100,000 | 52,494 | 53,418 | 100.00% | 100.00% |
03/04/2020 | 8.04% | 0.67 | 0.73 | 100,000 | 100,000 | 100,000 | 100,000 | 71,750 | 77,750 | 98.46% | 98.46% |
02/04/2020 | 6.80% | 0.78 | 0.84 | 100,000 | 100,000 | 100,000 | 100,000 | 87,164 | 93,247 | 99.48% | 99.48% |
01/04/2020 | 10.31% | 0.94 | 1.04 | 100,000 | 100,000 | 100,000 | 100,000 | 92,303 | 102,303 | 100.00% | 100.00% |
31/03/2020 | 6.28% | 0.73 | 0.78 | 100,000 | 100,000 | 100,000 | 100,000 | 77,451 | 82,451 | 99.77% | 99.77% |
30/03/2020 | 15.16% | 0.62 | 0.72 | 100,000 | 100,000 | 100,000 | 100,000 | 61,034 | 71,034 | 100.00% | 100.00% |
27/03/2020 | 15.03% | 0.56 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 61,645 | 71,645 | 97.24% | 97.24% |