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 | 6.90% | 0.44 | 0.47 | 150,000 | 150,000 | 150,000 | 150,000 | 63,636 | 68,136 | 100.00% | 100.00% |
19/03/2020 | 4.75% | 0.56 | 0.59 | 160,000 | 160,000 | 160,000 | 160,000 | 100,024 | 104,824 | 99.95% | 99.95% |
18/03/2020 | 5.77% | 0.47 | 0.50 | 190,000 | 190,000 | 190,000 | 190,000 | 61,676 | 65,151 | 100.00% | 100.00% |
17/03/2020 | 15.26% | 0.20 | 0.22 | 300,000 | 300,000 | 300,000 | 300,000 | 39,470 | 45,470 | 100.00% | 100.00% |
13/03/2020 | 73.58% | 0.03 | 0.05 | 300,000 | 300,000 | 264,826 | 264,826 | 4,892 | 10,229 | 99.88% | 99.88% |
12/03/2020 | 98.22% | 0.03 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 3,761 | 9,761 | 81.58% | 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% | 98.83% |
09/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.54% |