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 | - | - |
13/03/2020 | - | 0.48 | - | 33,333 | 0 | 0 | 0 | 0 | 0 | 0.00% | 70.95% |
12/03/2020 | 0.72% | 0.31 | 1.33 | 75,000 | 20,000 | 20,000 | 20,000 | 27,668 | 27,868 | 9.67% | 74.20% |
11/03/2020 | 0.68% | 2.90 | 2.92 | 50,000 | 50,000 | 30,294 | 30,294 | 89,400 | 90,015 | 100.00% | 100.00% |
10/03/2020 | 0.30% | 2.94 | 2.95 | 100,000 | 100,000 | 47,467 | 47,467 | 148,090 | 148,564 | 99.98% | 99.98% |
09/03/2020 | 0.76% | 3.25 | 3.27 | 50,000 | 50,000 | 48,302 | 48,302 | 149,904 | 151,030 | 30.58% | 30.58% |
06/03/2020 | 0.24% | 4.21 | 4.22 | 100,000 | 100,000 | 37,472 | 37,472 | 157,326 | 157,701 | 99.94% | 99.94% |
05/03/2020 | 0.19% | 5.16 | 5.17 | 100,000 | 100,000 | 36,190 | 36,190 | 186,493 | 186,855 | 98.01% | 98.01% |
04/03/2020 | 0.19% | 5.18 | 5.19 | 100,000 | 100,000 | 37,476 | 37,476 | 193,946 | 194,321 | 100.00% | 100.00% |
03/03/2020 | 0.19% | 5.10 | 5.11 | 100,000 | 100,000 | 37,453 | 37,453 | 201,723 | 202,098 | 100.00% | 100.00% |