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 | - | 37.90 | - | 1,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.63% |
12/03/2020 | - | 38.70 | - | 1,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 94.17% |
11/03/2020 | - | 40.30 | - | 1,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.91% |
10/03/2020 | 1.11% | 39.60 | 41.60 | 1,000 | 1,000 | 1,000 | 954 | 40,930 | 39,506 | 7.70% | 91.71% |
09/03/2020 | 1.19% | 41.70 | 42.20 | 1,000 | 1,000 | 1,000 | 810 | 41,950 | 34,260 | 30.66% | 30.66% |
06/03/2020 | 1.24% | 53.70 | 54.40 | 1,000 | 1,000 | 1,000 | 1,000 | 55,114 | 55,804 | 93.09% | 93.09% |
05/03/2020 | 1.20% | 55.80 | 56.40 | 1,000 | 1,000 | 1,000 | 1,000 | 56,376 | 57,055 | 99.50% | 99.50% |
04/03/2020 | 1.20% | 57.30 | 58.00 | 1,000 | 828 | 1,000 | 992 | 57,825 | 58,073 | 93.50% | 93.50% |
03/03/2020 | 1.20% | 57.80 | 58.50 | 1,000 | 1,000 | 1,000 | 1,000 | 58,140 | 58,847 | 90.14% | 90.14% |