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 | 4.75% | 0.64 | 0.67 | 150,000 | 150,000 | 150,000 | 150,000 | 93,025 | 97,525 | 100.00% | 100.00% |
19/03/2020 | 3.62% | 0.76 | 0.79 | 160,000 | 160,000 | 160,000 | 160,000 | 131,302 | 136,102 | 99.91% | 99.91% |
18/03/2020 | 3.88% | 0.66 | 0.69 | 160,000 | 160,000 | 160,000 | 160,000 | 82,671 | 85,851 | 100.00% | 100.00% |
17/03/2020 | 9.11% | 0.38 | 0.41 | 200,000 | 200,000 | 200,000 | 200,000 | 60,866 | 66,586 | 100.00% | 100.00% |
13/03/2020 | 35.09% | 0.09 | 0.11 | 300,000 | 300,000 | 264,834 | 264,834 | 13,832 | 19,168 | 99.88% | 99.88% |
12/03/2020 | 56.67% | 0.07 | 0.09 | 300,000 | 300,000 | 292,878 | 292,878 | 8,973 | 14,885 | 96.49% | 100.00% |
11/03/2020 | 119.77% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,506 | 6,000 | 99.27% | 99.27% |
10/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 98.86% |
09/03/2020 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 99.54% |