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% |