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 | 6.69% | 0.12 | 0.13 | 475,000 | 475,000 | 360,172 | 351,165 | 51,755 | 54,367 | 91.43% | 91.43% |
19/03/2020 | 11.31% | 0.08 | 0.09 | 850,000 | 425,000 | 970,188 | 252,045 | 44,553 | 12,612 | 100.00% | 100.00% |
18/03/2020 | 26.80% | 0.09 | 0.11 | 1,000,000 | 25,000 | 1,000,000 | 25,000 | 68,785 | 2,220 | 99.93% | 99.93% |
17/03/2020 | 18.23% | 0.10 | 0.12 | 1,000,000 | 25,000 | 1,000,000 | 29,389 | 94,595 | 3,269 | 99.48% | 99.48% |
13/03/2020 | 9.19% | 0.14 | 0.16 | 325,000 | 25,000 | 207,434 | 170,822 | 44,486 | 41,525 | 94.34% | 94.34% |
12/03/2020 | 5.59% | 0.16 | 0.17 | 125,000 | 25,000 | 125,000 | 26,662 | 27,280 | 6,202 | 99.11% | 99.11% |
11/03/2020 | 2.20% | 0.44 | 0.45 | 125,000 | 125,000 | 125,000 | 124,906 | 56,353 | 57,550 | 100.00% | 100.00% |
10/03/2020 | 1.63% | 0.58 | 0.59 | 125,000 | 25,000 | 105,859 | 97,156 | 64,365 | 60,522 | 97.35% | 97.35% |
09/03/2020 | 2.22% | 0.61 | 0.62 | 100,000 | 25,000 | 100,000 | 22,262 | 59,789 | 13,698 | 97.16% | 97.16% |