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 | 2.93% | 97.40 | 100.30 | 125,000 | 25,000 | 125,000 | 25,000 | 121,750 | 25,075 | 24.77% | 24.77% |
19/03/2020 | 2.93% | 97.40 | 100.30 | 125,000 | 25,000 | 125,000 | 25,000 | 121,750 | 25,075 | 85.68% | 85.68% |
18/03/2020 | 2.97% | 97.40 | 100.30 | 125,000 | 25,000 | 125,000 | 25,000 | 121,710 | 25,075 | 81.23% | 85.40% |
17/03/2020 | 3.34% | 97.10 | 100.40 | 125,000 | 25,000 | 125,000 | 25,000 | 121,309 | 25,087 | 72.00% | 72.00% |
13/03/2020 | 1.30% | 98.70 | 99.50 | 125,000 | 25,000 | 124,868 | 24,980 | 123,222 | 24,972 | 58.72% | 58.72% |
12/03/2020 | 3.79% | 96.56 | 100.30 | 125,000 | 25,000 | 124,548 | 24,910 | 120,437 | 25,019 | 88.68% | 89.11% |
11/03/2020 | 0.40% | 100.00 | 100.40 | 125,000 | 25,000 | 125,000 | 25,000 | 124,986 | 25,097 | 88.95% | 88.95% |
10/03/2020 | 0.40% | 99.80 | 100.20 | 125,000 | 25,000 | 125,000 | 25,000 | 124,844 | 25,069 | 86.53% | 86.53% |
09/03/2020 | 0.58% | 99.90 | 100.30 | 125,000 | 25,000 | 117,573 | 23,515 | 117,291 | 23,591 | 74.79% | 74.79% |