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 | 154.96% | 0.02 | 0.02 | 1,000,000 | 250,000 | 998,358 | 250,821 | 2,914 | 3,933 | 100.00% | 100.00% |
19/03/2020 | 6.72% | 0.07 | 0.08 | 500,000 | 500,000 | 303,647 | 290,039 | 46,425 | 47,911 | 100.00% | 100.00% |
18/03/2020 | 9.27% | 0.15 | 0.17 | 125,000 | 25,000 | 124,886 | 25,000 | 27,187 | 5,940 | 100.00% | 100.00% |
17/03/2020 | 6.43% | 0.23 | 0.25 | 125,000 | 25,000 | 125,000 | 29,386 | 36,072 | 9,212 | 99.49% | 99.49% |
13/03/2020 | 9.46% | 0.30 | 0.32 | 200,000 | 25,000 | 363,358 | 201,490 | 77,821 | 41,975 | 96.61% | 96.61% |
12/03/2020 | 6.37% | 0.29 | 0.30 | 600,000 | 25,000 | 600,000 | 26,655 | 118,653 | 5,564 | 99.08% | 99.08% |
11/03/2020 | 5.97% | 0.09 | 0.09 | 600,000 | 300,000 | 628,359 | 337,398 | 51,129 | 29,323 | 100.00% | 100.00% |
10/03/2020 | 9.14% | 0.06 | 0.07 | 725,000 | 25,000 | 925,909 | 354,225 | 48,564 | 20,587 | 97.34% | 97.34% |
09/03/2020 | 12.18% | 0.08 | 0.08 | 1,000,000 | 25,000 | 1,000,000 | 21,998 | 74,256 | 1,823 | 98.18% | 98.18% |