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 | - | - |
30/03/2020 | 0.86% | 81.51 | 82.21 | 100,000 | 100,000 | 100,000 | 100,000 | 81,144 | 81,844 | 100.00% | 100.00% |
27/03/2020 | 0.86% | 81.17 | 81.87 | 100,000 | 100,000 | 100,000 | 100,000 | 81,288 | 81,988 | 99.99% | 99.99% |
26/03/2020 | 0.86% | 81.67 | 82.37 | 100,000 | 100,000 | 100,000 | 100,000 | 81,487 | 82,187 | 84.12% | 84.12% |
25/03/2020 | 0.86% | 81.24 | 81.94 | 100,000 | 100,000 | 100,000 | 100,000 | 81,412 | 82,112 | 99.98% | 99.98% |
24/03/2020 | 0.86% | 80.93 | 81.63 | 100,000 | 100,000 | 100,000 | 100,000 | 80,863 | 81,563 | 99.99% | 99.99% |
23/03/2020 | 0.87% | 79.72 | 80.42 | 100,000 | 100,000 | 100,000 | 100,000 | 79,951 | 80,651 | 98.72% | 98.72% |
20/03/2020 | 0.86% | 80.36 | 81.06 | 100,000 | 100,000 | 100,000 | 100,000 | 80,952 | 81,652 | 99.63% | 99.63% |
19/03/2020 | 0.88% | 80.38 | 81.08 | 100,000 | 100,000 | 100,000 | 100,000 | 79,302 | 80,002 | 99.36% | 99.36% |
18/03/2020 | 0.87% | 79.80 | 80.50 | 100,000 | 100,000 | 100,000 | 100,000 | 80,148 | 80,848 | 95.60% | 95.60% |