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 | - | - | 0.03 | 0 | 12,500 | 0 | 0 | 0 | 0 | 0.00% | 16.80% |
19/03/2020 | - | - | 0.03 | 0 | 12,500 | 0 | 0 | 0 | 0 | 0.00% | 80.18% |
18/03/2020 | - | - | 0.03 | 0 | 12,500 | 0 | 0 | 0 | 0 | 0.00% | 99.90% |
17/03/2020 | - | - | 0.04 | 0 | 12,500 | 0 | 0 | 0 | 0 | 0.00% | 97.27% |
13/03/2020 | 109.69% | 0.01 | 0.04 | 12,500 | 12,500 | 12,500 | 12,500 | 234 | 734 | 75.92% | 97.22% |
12/03/2020 | 110.72% | 0.01 | 0.04 | 12,500 | 12,500 | 12,500 | 12,500 | 210 | 710 | 53.54% | 71.23% |
11/03/2020 | 41.63% | 0.07 | 0.11 | 12,500 | 12,500 | 12,500 | 12,500 | 970 | 1,470 | 91.54% | 91.54% |
10/03/2020 | 21.71% | 0.15 | 0.19 | 12,500 | 12,500 | 12,500 | 12,500 | 2,060 | 2,560 | 49.95% | 49.95% |
09/03/2020 | 22.00% | 0.15 | 0.19 | 12,500 | 12,500 | 12,500 | 12,500 | 2,029 | 2,529 | 20.30% | 20.30% |