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 | - | - |
13/03/2020 | 0.80% | 126.31 | 127.33 | 500 | 500 | 500 | 500 | 64,427 | 64,944 | 51.63% | 51.63% |
12/03/2020 | 10.00% | 118.23 | 134.68 | 7,500 | 500 | 500 | 500 | 61,437 | 67,904 | 60.17% | 60.35% |
11/03/2020 | 0.80% | 133.44 | 134.51 | 2,000 | 2,000 | 2,000 | 2,000 | 274,007 | 276,208 | 99.06% | 99.06% |
10/03/2020 | 0.80% | 135.83 | 136.92 | 2,000 | 2,000 | 2,000 | 2,000 | 271,881 | 274,065 | 79.35% | 79.35% |
09/03/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/03/2020 | 0.80% | 142.94 | 144.09 | 2,000 | 2,000 | 2,000 | 2,000 | 289,047 | 291,369 | 100.00% | 100.00% |
05/03/2020 | 0.80% | 147.82 | 149.01 | 2,000 | 2,000 | 2,000 | 2,000 | 297,831 | 300,223 | 99.58% | 99.58% |
04/03/2020 | 0.80% | 147.51 | 148.69 | 2,000 | 2,000 | 2,000 | 2,000 | 292,292 | 294,640 | 100.00% | 100.00% |
03/03/2020 | 0.80% | 147.19 | 148.37 | 2,000 | 2,000 | 2,000 | 2,000 | 294,349 | 296,713 | 100.00% | 100.00% |