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 | - | 0.65 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 33.85% |
17/03/2020 | 1.96% | 2.09 | 2.12 | 75,000 | 75,000 | 64,415 | 64,414 | 95,476 | 97,408 | 15.42% | 95.64% |
13/03/2020 | 0.53% | 2.19 | 2.22 | 33,333 | 33,333 | 47,473 | 47,473 | 116,002 | 116,556 | 68.25% | 68.25% |
12/03/2020 | 0.38% | 2.04 | 2.05 | 100,000 | 100,000 | 51,602 | 51,602 | 126,341 | 126,857 | 74.93% | 74.93% |
11/03/2020 | 0.43% | 4.62 | 4.64 | 50,000 | 50,000 | 30,295 | 30,295 | 141,050 | 141,665 | 100.00% | 100.00% |
10/03/2020 | 0.20% | 4.64 | 4.65 | 100,000 | 100,000 | 47,413 | 47,413 | 228,433 | 228,907 | 99.90% | 99.90% |
09/03/2020 | 0.49% | 4.95 | 4.97 | 50,000 | 50,000 | 48,308 | 48,308 | 231,657 | 232,781 | 31.03% | 31.03% |
06/03/2020 | 0.17% | 5.91 | 5.92 | 100,000 | 100,000 | 37,438 | 37,438 | 220,974 | 221,348 | 99.94% | 99.94% |
05/03/2020 | 0.14% | 7.00 | 7.01 | 100,000 | 100,000 | 37,442 | 37,442 | 257,972 | 258,347 | 99.97% | 99.97% |