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 | - | - |
18/03/2020 | 8,91% | 0,11 | 0,13 | 100 000 | 100 000 | 100 000 | 100 000 | 13 444 | 14 700 | 83,83% | 98,51% |
17/03/2020 | 12,04% | 0,21 | 0,23 | 100 000 | 100 000 | 100 000 | 100 000 | 15 891 | 17 891 | 90,70% | 97,29% |
13/03/2020 | 5,07% | 0,31 | 0,33 | 100 000 | 100 000 | 88 184 | 88 184 | 35 173 | 36 950 | 99,10% | 99,10% |
12/03/2020 | 4,93% | 0,35 | 0,37 | 100 000 | 100 000 | 95 899 | 95 899 | 40 034 | 42 007 | 98,94% | 98,94% |
11/03/2020 | 1,58% | 0,59 | 0,60 | 100 000 | 100 000 | 100 000 | 100 000 | 62 842 | 63 842 | 98,66% | 98,66% |
10/03/2020 | 1,44% | 0,68 | 0,69 | 100 000 | 100 000 | 100 000 | 100 000 | 69 381 | 70 381 | 98,00% | 98,00% |
09/03/2020 | 2,64% | 0,62 | 0,63 | 100 000 | 100 000 | 88 826 | 88 826 | 53 354 | 54 715 | 98,89% | 98,89% |
06/03/2020 | 0,89% | 1,07 | 1,08 | 200 000 | 200 000 | 200 000 | 200 000 | 223 122 | 225 122 | 97,72% | 97,72% |
05/03/2020 | 0,82% | 1,22 | 1,23 | 200 000 | 200 000 | 200 000 | 200 000 | 243 783 | 245 783 | 99,06% | 99,06% |