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 | 16.16% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 280,568 | 31,842 | 10,810 | 99.37% | 99.37% |
19/03/2020 | 25.27% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 219,374 | 18,315 | 4,820 | 100.00% | 100.00% |
18/03/2020 | 53.06% | 0.04 | 0.06 | 1,000,000 | 25,000 | 1,000,000 | 25,000 | 29,301 | 1,233 | 100.00% | 100.00% |
17/03/2020 | 33.66% | 0.05 | 0.07 | 1,000,000 | 25,000 | 1,000,000 | 29,392 | 46,879 | 1,892 | 99.49% | 99.49% |
13/03/2020 | 16.55% | 0.07 | 0.09 | 625,000 | 25,000 | 371,805 | 284,422 | 42,987 | 41,054 | 94.42% | 94.42% |
12/03/2020 | 9.41% | 0.08 | 0.09 | 200,000 | 25,000 | 200,000 | 26,664 | 22,788 | 3,382 | 99.11% | 99.11% |
11/03/2020 | 3.63% | 0.26 | 0.27 | 200,000 | 200,000 | 194,256 | 194,139 | 52,702 | 54,602 | 100.00% | 100.00% |
10/03/2020 | 2.46% | 0.38 | 0.39 | 150,000 | 25,000 | 133,510 | 122,623 | 53,676 | 51,024 | 97.38% | 97.38% |
09/03/2020 | 3.33% | 0.41 | 0.42 | 100,000 | 25,000 | 100,000 | 22,262 | 40,083 | 9,308 | 97.16% | 97.16% |