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 | 12.82% | 0.24 | 0.27 | 150,000 | 150,000 | 150,000 | 150,000 | 34,089 | 38,589 | 100.00% | 100.00% |
19/03/2020 | 6.95% | 0.37 | 0.40 | 160,000 | 160,000 | 160,000 | 160,000 | 68,873 | 73,673 | 99.95% | 99.95% |
18/03/2020 | 14.21% | 0.28 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 45,085 | 50,566 | 100.00% | 100.00% |
17/03/2020 | 40.41% | 0.07 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 12,917 | 18,917 | 100.00% | 100.00% |
13/03/2020 | 130.94% | 0.01 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 1,608 | 7,608 | 49.63% | 99.92% |
12/03/2020 | 130.69% | 0.01 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 1,619 | 7,619 | 21.33% | 100.00% |
11/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.35% |
10/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.83% |
09/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |