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 | 25.66% | 0.14 | 0.18 | 160,000 | 160,000 | 160,000 | 160,000 | 19,673 | 24,473 | 99.42% | 99.42% |
19/03/2020 | 9.09% | 0.27 | 0.30 | 170,000 | 170,000 | 170,000 | 170,000 | 56,767 | 61,866 | 100.00% | 100.00% |
18/03/2020 | 24.16% | 0.18 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 26,636 | 32,116 | 100.00% | 100.00% |
17/03/2020 | 65.96% | 0.04 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 6,726 | 12,726 | 100.00% | 100.00% |
13/03/2020 | 133.33% | 0.01 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 1,500 | 7,500 | 1.05% | 99.88% |
12/03/2020 | 133.33% | 0.01 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 1,500 | 7,500 | 0.05% | 100.00% |
11/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.25% |
10/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.79% |
09/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |