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 | - | 0.41 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 33.85% |
17/03/2020 | - | 1.85 | - | 75,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.39% |
13/03/2020 | 0.58% | 1.98 | 2.01 | 33,333 | 33,333 | 47,481 | 47,481 | 104,842 | 105,397 | 68.24% | 68.24% |
12/03/2020 | 0.41% | 1.80 | 1.81 | 75,000 | 75,000 | 50,545 | 50,545 | 112,325 | 112,831 | 74.88% | 74.88% |
11/03/2020 | 0.46% | 4.38 | 4.40 | 50,000 | 50,000 | 30,296 | 30,296 | 134,037 | 134,652 | 99.99% | 99.99% |
10/03/2020 | 0.21% | 4.41 | 4.42 | 100,000 | 100,000 | 47,389 | 47,389 | 217,391 | 217,865 | 99.86% | 99.86% |
09/03/2020 | 0.51% | 4.71 | 4.73 | 50,000 | 50,000 | 48,318 | 48,318 | 220,608 | 221,732 | 31.02% | 31.02% |
06/03/2020 | 0.18% | 5.68 | 5.69 | 100,000 | 100,000 | 37,463 | 37,463 | 212,436 | 212,811 | 100.00% | 100.00% |
05/03/2020 | 0.15% | 6.76 | 6.77 | 100,000 | 100,000 | 37,450 | 37,450 | 249,205 | 249,580 | 99.96% | 99.96% |