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 | 5.44% | 0.19 | 0.21 | 270,000 | 50,000 | 259,306 | 50,000 | 50,793 | 10,390 | 24.61% | 79.42% |
07/04/2020 | 4.25% | 0.20 | 0.24 | 250,000 | 50,000 | 213,960 | 50,000 | 50,431 | 12,314 | 2.35% | 99.90% |
06/04/2020 | 4.56% | 0.23 | 0.24 | 220,000 | 50,000 | 206,017 | 50,000 | 50,678 | 12,892 | 66.30% | 99.42% |
03/04/2020 | 3.46% | 0.34 | 0.35 | 150,000 | 50,000 | 160,176 | 49,298 | 50,690 | 16,179 | 92.85% | 92.85% |