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 | 3.53% | 0.62 | 0.96 | 50,000 | 50,000 | 40,475 | 40,751 | 65,999 | 68,279 | 76.76% | 89.13% |
12/03/2020 | 2.95% | 0.70 | 1.20 | 25,000 | 25,000 | 85,624 | 85,624 | 159,015 | 162,631 | 85.66% | 98.44% |
11/03/2020 | 1.11% | 3.44 | 3.48 | 100,000 | 100,000 | 99,996 | 99,996 | 359,264 | 363,265 | 99.79% | 99.79% |
10/03/2020 | 0.48% | 3.72 | 3.74 | 150,000 | 150,000 | 149,988 | 149,988 | 625,098 | 628,098 | 93.31% | 93.31% |
09/03/2020 | - | 4.03 | - | 25,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 74.30% |
06/03/2020 | 0.35% | 5.68 | 5.70 | 150,000 | 150,000 | 150,000 | 149,763 | 859,552 | 861,141 | 98.60% | 99.41% |
05/03/2020 | 0.30% | 6.67 | 6.69 | 150,000 | 150,000 | 150,000 | 150,000 | 992,314 | 995,314 | 94.31% | 94.31% |
04/03/2020 | 0.34% | 6.89 | 6.91 | 150,000 | 150,000 | 139,190 | 139,190 | 966,815 | 969,743 | 99.95% | 99.95% |
03/03/2020 | 0.29% | 6.76 | 6.78 | 150,000 | 150,000 | 150,000 | 150,000 | 1,050,350 | 1,053,350 | 95.25% | 95.25% |