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 | 5.62% | 0.54 | 0.57 | 150,000 | 150,000 | 150,000 | 150,000 | 78,313 | 82,813 | 100.00% | 100.00% |
19/03/2020 | 4.11% | 0.66 | 0.69 | 160,000 | 160,000 | 160,000 | 160,000 | 115,586 | 120,386 | 99.95% | 99.95% |
18/03/2020 | 4.84% | 0.57 | 0.60 | 170,000 | 170,000 | 170,000 | 170,000 | 71,469 | 74,849 | 100.00% | 100.00% |
17/03/2020 | 10.74% | 0.29 | 0.32 | 260,000 | 260,000 | 260,000 | 260,000 | 55,389 | 61,480 | 100.00% | 100.00% |
13/03/2020 | 52.92% | 0.06 | 0.08 | 300,000 | 300,000 | 264,819 | 264,819 | 8,068 | 13,405 | 99.88% | 99.88% |
12/03/2020 | 77.33% | 0.05 | 0.07 | 300,000 | 300,000 | 295,553 | 295,553 | 5,752 | 11,663 | 94.72% | 100.00% |
11/03/2020 | 120.00% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,500 | 6,000 | 72.44% | 99.25% |
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% |