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 | 3.24% | 0.93 | 0.96 | 150,000 | 150,000 | 150,000 | 150,000 | 137,149 | 141,649 | 100.00% | 100.00% |
19/03/2020 | 2.67% | 1.05 | 1.08 | 160,000 | 160,000 | 160,000 | 160,000 | 178,093 | 182,893 | 99.95% | 99.95% |
18/03/2020 | 2.45% | 0.96 | 0.99 | 160,000 | 160,000 | 160,000 | 160,000 | 128,883 | 132,064 | 100.00% | 100.00% |
17/03/2020 | 5.01% | 0.67 | 0.70 | 160,000 | 160,000 | 160,000 | 160,000 | 94,345 | 99,145 | 100.00% | 100.00% |
13/03/2020 | 11.09% | 0.33 | 0.36 | 220,000 | 220,000 | 193,738 | 193,738 | 41,794 | 46,492 | 99.88% | 99.88% |
12/03/2020 | 19.85% | 0.24 | 0.27 | 300,000 | 300,000 | 287,849 | 287,849 | 33,277 | 39,230 | 99.96% | 99.96% |
11/03/2020 | 30.50% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 8,408 | 11,408 | 99.26% | 99.26% |
10/03/2020 | 65.38% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 3,127 | 6,127 | 98.69% | 98.69% |
09/03/2020 | 93.09% | 0.02 | 0.03 | 300,000 | 300,000 | 273,830 | 273,830 | 2,860 | 7,675 | 92.07% | 99.45% |