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 | 3.62% | 0.83 | 0.86 | 150,000 | 150,000 | 150,000 | 150,000 | 122,448 | 126,948 | 100.00% | 100.00% |
19/03/2020 | 2.93% | 0.96 | 0.99 | 160,000 | 160,000 | 160,000 | 160,000 | 162,524 | 167,324 | 99.89% | 99.89% |
18/03/2020 | 2.79% | 0.86 | 0.89 | 160,000 | 160,000 | 160,000 | 160,000 | 113,424 | 116,605 | 100.00% | 100.00% |
17/03/2020 | 5.97% | 0.57 | 0.60 | 160,000 | 160,000 | 160,000 | 160,000 | 79,036 | 83,836 | 100.00% | 100.00% |
13/03/2020 | 14.92% | 0.24 | 0.27 | 290,000 | 290,000 | 257,768 | 257,768 | 35,890 | 41,160 | 99.91% | 99.91% |
12/03/2020 | 29.89% | 0.17 | 0.19 | 300,000 | 300,000 | 287,849 | 287,849 | 21,489 | 27,405 | 100.00% | 100.00% |
11/03/2020 | 45.12% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 5,232 | 8,232 | 99.34% | 99.34% |
10/03/2020 | 118.25% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,549 | 6,000 | 98.77% | 98.77% |
09/03/2020 | 124.51% | 0.01 | 0.02 | 300,000 | 300,000 | 283,888 | 283,888 | 1,574 | 6,724 | 83.20% | 99.45% |