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 | - | - |
17/03/2020 | 9.48% | 0.26 | 0.28 | 66,667 | 66,667 | 68,340 | 68,314 | 14,120 | 15,479 | 96.36% | 99.98% |
13/03/2020 | 4.58% | 0.52 | 0.55 | 100,000 | 100,000 | 100,000 | 100,000 | 64,586 | 67,586 | 100.00% | 100.00% |
12/03/2020 | 4.70% | 0.49 | 0.53 | 100,000 | 100,000 | 99,995 | 100,000 | 54,547 | 57,164 | 98.30% | 98.30% |
11/03/2020 | 1.25% | 0.79 | 0.80 | 200,000 | 200,000 | 200,000 | 200,000 | 158,648 | 160,648 | 99.99% | 99.99% |
10/03/2020 | 2.33% | 0.85 | 0.87 | 100,000 | 100,000 | 100,000 | 100,000 | 85,083 | 87,083 | 100.00% | 100.00% |
09/03/2020 | 3.87% | 0.87 | 0.90 | 200,000 | 200,000 | 200,000 | 199,996 | 153,215 | 159,212 | 98.44% | 98.44% |
06/03/2020 | 0.53% | 1.67 | 1.68 | 200,000 | 200,000 | 200,000 | 200,000 | 379,504 | 381,504 | 97.71% | 97.71% |
05/03/2020 | 0.45% | 2.24 | 2.25 | 200,000 | 200,000 | 200,000 | 200,000 | 444,280 | 446,280 | 100.00% | 100.00% |
04/03/2020 | 0.42% | 2.33 | 2.34 | 200,000 | 200,000 | 200,000 | 200,000 | 472,164 | 474,164 | 100.00% | 100.00% |