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 | 8.94% | 0.34 | 0.37 | 150,000 | 150,000 | 150,000 | 150,000 | 48,939 | 53,439 | 100.00% | 100.00% |
19/03/2020 | 5.64% | 0.46 | 0.49 | 160,000 | 160,000 | 160,000 | 160,000 | 84,434 | 89,234 | 99.90% | 99.90% |
18/03/2020 | 8.83% | 0.37 | 0.40 | 260,000 | 260,000 | 260,000 | 260,000 | 59,769 | 64,519 | 100.00% | 100.00% |
17/03/2020 | 24.93% | 0.11 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 22,751 | 28,751 | 100.00% | 100.00% |
13/03/2020 | 109.59% | 0.02 | 0.04 | 300,000 | 300,000 | 266,756 | 266,756 | 2,507 | 7,842 | 97.66% | 99.88% |
12/03/2020 | 109.59% | 0.02 | 0.04 | 300,000 | 300,000 | 300,000 | 300,000 | 2,652 | 8,652 | 47.31% | 100.00% |
11/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
10/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.68% |
09/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.45% |