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 | 24.17% | 0.02 | 0.03 | 750,000 | 250,000 | 721,883 | 250,000 | 33,664 | 14,540 | 68.35% | 68.35% |
19/03/2020 | 38.83% | 0.03 | 0.04 | 750,000 | 250,000 | 750,000 | 250,000 | 18,748 | 8,749 | 99.93% | 99.93% |
18/03/2020 | 22.30% | 0.06 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 32,121 | 13,207 | 97.84% | 97.84% |
17/03/2020 | 13.35% | 0.07 | 0.08 | 750,000 | 250,000 | 750,000 | 250,000 | 53,399 | 20,300 | 97.72% | 97.72% |
13/03/2020 | 5.74% | 0.15 | 0.16 | 750,000 | 250,000 | 750,000 | 250,000 | 130,742 | 46,081 | 99.88% | 99.88% |
12/03/2020 | 5.55% | 0.14 | 0.15 | 750,000 | 250,000 | 750,000 | 250,000 | 133,121 | 46,874 | 86.25% | 86.25% |
11/03/2020 | 3.45% | 0.32 | 0.33 | 750,000 | 250,000 | 750,000 | 250,000 | 252,990 | 87,305 | 99.89% | 99.89% |
10/03/2020 | 3.23% | 0.42 | 0.44 | 750,000 | 250,000 | 625,898 | 191,122 | 285,974 | 90,628 | 90.80% | 90.80% |
09/03/2020 | 3.25% | 0.46 | 0.47 | 750,000 | 100,000 | 747,313 | 100,000 | 339,522 | 46,930 | 86.22% | 86.22% |