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 | - | - |
20/03/2020 | 3.07% | 2.29 | 2.36 | 100,000 | 100,000 | 100,000 | 100,000 | 224,820 | 231,820 | 99.60% | 99.60% |
19/03/2020 | 2.97% | 1.93 | 2.00 | 110,000 | 110,000 | 110,000 | 110,000 | 215,284 | 221,749 | 98.31% | 98.31% |
18/03/2020 | 0.64% | 2.10 | 2.11 | 110,000 | 110,000 | 110,000 | 110,000 | 239,691 | 241,222 | 97.89% | 97.89% |
17/03/2020 | 1.46% | 2.54 | 2.57 | 110,000 | 110,000 | 110,000 | 110,000 | 226,505 | 229,805 | 97.59% | 97.59% |
13/03/2020 | 1.04% | 2.41 | 2.44 | 110,000 | 110,000 | 97,208 | 97,208 | 277,995 | 280,908 | 91.31% | 91.31% |
12/03/2020 | 0.98% | 2.79 | 2.82 | 110,000 | 110,000 | 105,846 | 105,846 | 334,867 | 338,108 | 97.07% | 97.07% |
11/03/2020 | 0.28% | 3.50 | 3.51 | 110,000 | 110,000 | 110,000 | 110,000 | 394,754 | 395,854 | 99.73% | 99.73% |
10/03/2020 | 0.28% | 3.52 | 3.53 | 110,000 | 110,000 | 110,000 | 110,000 | 392,284 | 393,384 | 99.24% | 99.24% |
09/03/2020 | 0.42% | 3.61 | 3.62 | 110,000 | 110,000 | 99,051 | 99,051 | 364,416 | 365,790 | 99.09% | 99.09% |