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 | 2.94% | 97.20 | 100.10 | 125,000 | 25,000 | 125,000 | 25,000 | 121,500 | 25,025 | 25.35% | 25.35% |
19/03/2020 | 2.94% | 97.20 | 100.10 | 125,000 | 25,000 | 125,000 | 25,000 | 121,500 | 25,025 | 88.19% | 88.19% |
18/03/2020 | 2.98% | 97.20 | 100.10 | 125,000 | 25,000 | 125,000 | 25,000 | 121,454 | 25,025 | 80.78% | 87.67% |
17/03/2020 | 3.35% | 96.90 | 100.20 | 125,000 | 25,000 | 125,000 | 25,000 | 121,084 | 25,042 | 89.12% | 89.12% |
13/03/2020 | 2.53% | 97.11 | 98.89 | 125,000 | 25,000 | 113,743 | 22,749 | 110,432 | 22,623 | 90.99% | 90.99% |
12/03/2020 | 3.80% | 94.82 | 98.50 | 125,000 | 25,000 | 124,381 | 24,876 | 118,699 | 24,661 | 91.06% | 91.67% |
11/03/2020 | 0.40% | 99.60 | 100.00 | 125,000 | 25,000 | 125,000 | 25,000 | 124,485 | 24,997 | 98.03% | 98.03% |
10/03/2020 | 0.40% | 99.80 | 100.20 | 125,000 | 25,000 | 125,000 | 25,000 | 124,750 | 25,050 | 95.88% | 95.88% |
09/03/2020 | 0.59% | 99.80 | 100.20 | 125,000 | 25,000 | 117,209 | 23,442 | 116,774 | 23,489 | 83.00% | 83.00% |