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 | 6.14% | 0.38 | 0.40 | 66,667 | 66,667 | 69,486 | 69,486 | 22,326 | 23,715 | 100.00% | 100.00% |
13/03/2020 | 3.78% | 0.64 | 0.67 | 100,000 | 100,000 | 100,000 | 100,000 | 78,366 | 81,366 | 100.00% | 100.00% |
12/03/2020 | 3.77% | 0.62 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 68,098 | 70,702 | 100.00% | 100.00% |
11/03/2020 | 1.05% | 0.95 | 0.96 | 200,000 | 200,000 | 200,000 | 200,000 | 190,076 | 192,076 | 100.00% | 100.00% |
10/03/2020 | 1.96% | 1.01 | 1.03 | 100,000 | 100,000 | 100,000 | 100,000 | 101,642 | 103,642 | 99.44% | 99.44% |
09/03/2020 | 3.19% | 1.04 | 1.07 | 200,000 | 200,000 | 200,000 | 200,000 | 185,777 | 191,777 | 98.49% | 98.49% |
06/03/2020 | 0.47% | 1.87 | 1.88 | 200,000 | 200,000 | 200,000 | 200,000 | 424,824 | 426,824 | 98.10% | 98.10% |
05/03/2020 | 0.41% | 2.46 | 2.47 | 200,000 | 200,000 | 200,000 | 200,000 | 487,005 | 489,005 | 100.00% | 100.00% |
04/03/2020 | 0.39% | 2.54 | 2.55 | 200,000 | 200,000 | 200,000 | 200,000 | 514,506 | 516,506 | 100.00% | 100.00% |