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 | 6.06% | 0.38 | 0.40 | 66,667 | 66,667 | 69,482 | 69,261 | 22,567 | 23,877 | 100.00% | 100.00% |
13/03/2020 | 3.89% | 0.63 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 76,085 | 79,084 | 100.00% | 100.00% |
12/03/2020 | 3.89% | 0.61 | 0.65 | 100,000 | 100,000 | 100,000 | 100,000 | 65,814 | 68,417 | 100.00% | 100.00% |
11/03/2020 | 1.10% | 0.91 | 0.92 | 200,000 | 200,000 | 199,991 | 199,862 | 181,192 | 183,073 | 99.00% | 99.00% |
10/03/2020 | 2.06% | 0.96 | 0.98 | 100,000 | 100,000 | 99,987 | 100,000 | 96,419 | 98,431 | 99.46% | 99.46% |
09/03/2020 | 3.38% | 0.98 | 1.01 | 200,000 | 200,000 | 200,000 | 199,987 | 175,644 | 181,633 | 98.49% | 98.49% |
06/03/2020 | 0.50% | 1.79 | 1.80 | 200,000 | 200,000 | 200,000 | 199,999 | 402,128 | 404,126 | 97.99% | 97.99% |
05/03/2020 | 0.43% | 2.36 | 2.37 | 200,000 | 200,000 | 200,000 | 200,000 | 467,383 | 469,383 | 99.97% | 99.97% |
04/03/2020 | 0.40% | 2.45 | 2.46 | 200,000 | 200,000 | 200,000 | 200,000 | 495,267 | 497,267 | 99.96% | 99.96% |