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 | 0.76% | 0.94 | 1.21 | 60,000 | 50,000 | 42,032 | 25,582 | 54,753 | 33,639 | 47.19% | 95.15% |
07/04/2020 | - | 0.80 | - | 70,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
06/04/2020 | 0.49% | 1.89 | 1.90 | 50,000 | 50,000 | 34,166 | 30,208 | 69,323 | 61,393 | 100.00% | 100.00% |
03/04/2020 | 0.37% | 2.82 | 2.83 | 50,000 | 50,000 | 30,291 | 30,289 | 82,306 | 82,604 | 98.45% | 98.45% |
02/04/2020 | 0.39% | 2.71 | 2.72 | 50,000 | 50,000 | 30,233 | 30,233 | 83,189 | 83,512 | 99.49% | 99.49% |
01/04/2020 | 0.37% | 2.49 | 2.50 | 50,000 | 50,000 | 30,204 | 30,204 | 81,000 | 81,302 | 100.00% | 100.00% |
31/03/2020 | 0.61% | 1.58 | 1.59 | 50,000 | 50,000 | 39,061 | 30,644 | 63,502 | 50,527 | 92.28% | 92.28% |
30/03/2020 | 0.43% | 1.92 | 1.93 | 50,000 | 50,000 | 30,593 | 26,158 | 70,469 | 60,470 | 10.83% | 10.83% |
27/03/2020 | 0.50% | 2.23 | 2.24 | 50,000 | 50,000 | 31,079 | 26,349 | 62,425 | 53,284 | 7.95% | 7.95% |