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 | - | - |
20/03/2020 | 2.01% | 98.70 | 100.70 | 250,000 | 250,000 | 250,000 | 250,000 | 246,750 | 251,750 | 100.00% | 100.00% |
19/03/2020 | 2.01% | 98.70 | 100.70 | 250,000 | 250,000 | 250,000 | 250,000 | 246,750 | 251,750 | 100.00% | 100.00% |
18/03/2020 | 2.01% | 98.71 | 100.71 | 250,000 | 250,000 | 250,000 | 250,000 | 246,775 | 251,775 | 100.00% | 100.00% |
17/03/2020 | 2.43% | 98.70 | 100.70 | 250,000 | 250,000 | 250,000 | 250,000 | 246,220 | 252,280 | 100.00% | 100.00% |
13/03/2020 | 3.01% | 98.20 | 101.20 | 250,000 | 250,000 | 250,000 | 250,000 | 245,500 | 253,000 | 100.00% | 100.00% |
12/03/2020 | 3.01% | 98.21 | 101.21 | 250,000 | 250,000 | 250,000 | 250,000 | 245,525 | 253,025 | 100.00% | 100.00% |
11/03/2020 | 1.00% | 99.21 | 100.21 | 250,000 | 250,000 | 250,000 | 250,000 | 248,025 | 250,525 | 100.00% | 100.00% |
10/03/2020 | 1.64% | 99.09 | 100.34 | 250,000 | 250,000 | 250,000 | 250,000 | 247,235 | 251,334 | 100.00% | 100.00% |
09/03/2020 | 3.01% | 98.21 | 101.21 | 250,000 | 250,000 | 250,000 | 250,000 | 245,525 | 253,025 | 100.00% | 100.00% |