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 | - | - |
23/04/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/04/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/04/2020 | 27.66% | 0.19 | 0.22 | 25,000 | 25,000 | 25,000 | 25,000 | 4,451 | 5,880 | 17.75% | 17.75% |
20/04/2020 | 11.79% | 0.20 | 0.21 | 500,000 | 300,000 | 131,890 | 86,884 | 27,500 | 19,542 | 85.97% | 85.97% |
17/04/2020 | 15.20% | 0.26 | 0.27 | 500,000 | 300,000 | 127,672 | 84,442 | 30,660 | 21,510 | 94.69% | 94.69% |
16/04/2020 | 20.34% | 0.20 | 0.21 | 500,000 | 300,000 | 131,983 | 86,937 | 27,228 | 19,741 | 86.95% | 86.95% |
15/04/2020 | 13.54% | 0.24 | 0.25 | 500,000 | 300,000 | 130,732 | 86,213 | 34,092 | 24,283 | 90.47% | 90.47% |
14/04/2020 | 11.17% | 0.32 | 0.33 | 500,000 | 300,000 | 152,999 | 99,105 | 50,172 | 34,220 | 78.67% | 78.67% |
09/04/2020 | 7.58% | 0.58 | 0.59 | 500,000 | 300,000 | 124,524 | 82,619 | 70,175 | 47,853 | 93.89% | 93.89% |