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 | 9.80% | 0.72 | 0.79 | 110,000 | 110,000 | 110,000 | 110,000 | 74,785 | 82,485 | 99.32% | 99.32% |
19/03/2020 | 12.51% | 0.40 | 0.47 | 130,000 | 130,000 | 130,000 | 130,000 | 58,824 | 66,486 | 99.61% | 99.61% |
18/03/2020 | 2.06% | 0.62 | 0.63 | 110,000 | 110,000 | 110,000 | 110,000 | 76,310 | 77,839 | 99.25% | 99.25% |
17/03/2020 | 5.16% | 1.01 | 1.04 | 130,000 | 130,000 | 130,000 | 130,000 | 79,637 | 83,537 | 99.01% | 99.01% |
13/03/2020 | 2.22% | 0.91 | 0.94 | 110,000 | 110,000 | 97,279 | 97,279 | 130,541 | 133,456 | 91.78% | 91.78% |
12/03/2020 | 1.88% | 1.27 | 1.30 | 110,000 | 110,000 | 105,895 | 105,895 | 175,769 | 179,010 | 98.05% | 98.05% |
11/03/2020 | 0.48% | 1.99 | 2.00 | 110,000 | 110,000 | 110,000 | 110,000 | 230,098 | 231,198 | 99.73% | 99.73% |
10/03/2020 | 0.48% | 2.03 | 2.04 | 110,000 | 110,000 | 110,000 | 110,000 | 228,284 | 229,384 | 99.23% | 99.23% |
09/03/2020 | 0.71% | 2.12 | 2.13 | 110,000 | 110,000 | 99,036 | 99,036 | 217,590 | 218,964 | 99.06% | 99.06% |