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 | 1.14% | 0.85 | 0.86 | 50,000 | 50,000 | 50,000 | 50,000 | 43,463 | 43,963 | 97.87% | 97.87% |
19/03/2020 | 1.00% | 1.04 | 1.05 | 60,000 | 60,000 | 60,000 | 60,000 | 59,753 | 60,353 | 93.58% | 93.58% |
18/03/2020 | 1.81% | 0.93 | 0.94 | 60,000 | 60,000 | 60,000 | 60,000 | 47,149 | 47,980 | 84.35% | 84.35% |
17/03/2020 | 4.00% | 0.63 | 0.66 | 60,000 | 60,000 | 60,000 | 60,000 | 44,651 | 46,451 | 76.37% | 76.37% |
13/03/2020 | 19.62% | 0.27 | 0.30 | 80,000 | 80,000 | 70,525 | 70,525 | 8,481 | 9,961 | 91.14% | 91.20% |
12/03/2020 | 59.78% | 0.16 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 6,922 | 9,468 | 55.09% | 91.92% |
11/03/2020 | - | - | 0.04 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
10/03/2020 | - | - | 0.04 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
09/03/2020 | 157.54% | 0.01 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 500 | 4,211 | 20.38% | 99.42% |