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 | 7.19% | 0.47 | 0.49 | 200,000 | 200,000 | 107,756 | 107,756 | 53,642 | 55,709 | 30.09% | 98.74% |
07/04/2020 | 5.39% | 0.48 | 0.49 | 200,000 | 200,000 | 87,351 | 87,351 | 44,888 | 46,787 | 96.40% | 98.68% |
06/04/2020 | 3.39% | 0.83 | 0.84 | 200,000 | 200,000 | 91,605 | 91,605 | 75,145 | 76,939 | 95.55% | 95.55% |
03/04/2020 | 3.89% | 1.04 | 1.05 | 200,000 | 200,000 | 90,073 | 90,073 | 74,731 | 76,518 | 97.56% | 97.56% |
02/04/2020 | 3.05% | 1.13 | 1.14 | 200,000 | 200,000 | 72,438 | 72,438 | 76,602 | 77,852 | 98.41% | 98.41% |