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 | - | - |
25/03/2020 | 0.80% | 114.73 | 115.65 | 2,000 | 2,000 | 1,711 | 1,711 | 194,789 | 196,354 | 100.00% | 100.00% |
24/03/2020 | 0.80% | 111.15 | 112.05 | 500 | 500 | 500 | 500 | 54,701 | 55,140 | 100.00% | 100.00% |
23/03/2020 | 0.80% | 103.87 | 104.70 | 500 | 500 | 500 | 500 | 52,227 | 52,647 | 95.91% | 95.91% |
20/03/2020 | 0.92% | 108.00 | 108.87 | 500 | 500 | 500 | 500 | 54,655 | 55,162 | 100.00% | 100.00% |
19/03/2020 | 0.80% | 105.34 | 106.18 | 500 | 500 | 500 | 500 | 51,711 | 52,127 | 90.79% | 90.79% |
18/03/2020 | 0.89% | 103.64 | 104.47 | 500 | 500 | 500 | 500 | 51,742 | 52,203 | 83.74% | 83.74% |
17/03/2020 | 3.00% | 107.91 | 111.20 | 500 | 500 | 500 | 500 | 52,248 | 53,839 | 92.48% | 92.48% |
13/03/2020 | 3.00% | 108.36 | 111.66 | 500 | 500 | 500 | 500 | 56,068 | 57,776 | 76.64% | 76.64% |
12/03/2020 | 2.16% | 107.82 | 108.68 | 500 | 500 | 500 | 500 | 55,705 | 56,930 | 94.88% | 94.88% |