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 | - | 0.06 | 0.13 | 12,500 | 12,500 | 0 | 0 | 0 | 0 | 0.00% | 62.00% |
19/03/2020 | 88.27% | 0.02 | 0.06 | 12,500 | 12,500 | 12,500 | 12,500 | 376 | 876 | 36.57% | 40.40% |
18/03/2020 | 82.27% | 0.05 | 0.09 | 12,500 | 12,500 | 12,500 | 12,500 | 412 | 912 | 99.89% | 99.89% |
17/03/2020 | 64.95% | 0.05 | 0.09 | 12,500 | 12,500 | 12,500 | 12,500 | 541 | 1,041 | 96.96% | 96.96% |
13/03/2020 | 31.74% | 0.07 | 0.11 | 12,500 | 12,500 | 12,500 | 12,500 | 1,439 | 1,939 | 96.41% | 96.41% |
12/03/2020 | 25.38% | 0.07 | 0.11 | 12,500 | 12,500 | 12,500 | 12,500 | 1,824 | 2,324 | 75.17% | 75.17% |
11/03/2020 | 11.64% | 0.31 | 0.35 | 12,500 | 12,500 | 12,500 | 12,500 | 4,064 | 4,564 | 92.56% | 92.56% |
10/03/2020 | 8.31% | 0.44 | 0.48 | 12,500 | 12,500 | 12,500 | 12,500 | 5,819 | 6,323 | 55.39% | 55.39% |
09/03/2020 | 8.65% | 0.43 | 0.47 | 12,500 | 12,500 | 12,500 | 12,500 | 5,542 | 6,042 | 20.72% | 20.72% |