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 | 9.85% | 0.42 | 0.56 | 12,500 | 12,500 | 12,500 | 12,500 | 6,075 | 6,700 | 16.58% | 83.28% |
19/03/2020 | 18.07% | 0.29 | 0.34 | 12,500 | 12,500 | 12,500 | 12,500 | 2,722 | 3,235 | 68.52% | 68.52% |
18/03/2020 | 17.59% | 0.27 | 0.31 | 12,500 | 12,500 | 12,500 | 12,500 | 2,692 | 3,192 | 97.88% | 97.88% |
17/03/2020 | 17.86% | 0.24 | 0.28 | 12,500 | 12,500 | 12,500 | 12,500 | 2,584 | 3,084 | 96.90% | 96.90% |
13/03/2020 | 10.32% | 0.29 | 0.33 | 12,500 | 12,500 | 12,500 | 12,500 | 4,706 | 5,206 | 97.43% | 97.43% |
12/03/2020 | 9.49% | 0.29 | 0.33 | 12,500 | 12,500 | 12,500 | 12,500 | 5,102 | 5,602 | 81.35% | 81.35% |
11/03/2020 | 7.26% | 0.65 | 0.70 | 12,500 | 12,500 | 12,500 | 12,500 | 8,310 | 8,935 | 92.51% | 92.51% |
10/03/2020 | 5.83% | 0.80 | 0.85 | 12,500 | 12,500 | 12,500 | 12,500 | 10,410 | 11,035 | 59.52% | 59.52% |
09/03/2020 | 6.06% | 0.79 | 0.84 | 12,500 | 12,500 | 12,500 | 12,500 | 10,010 | 10,635 | 20.76% | 20.76% |