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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.96% | 97.96% |
19/03/2020 | 59.24% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 9,589 | 5,696 | 88.97% | 97.16% |
18/03/2020 | 53.61% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 11,218 | 6,239 | 97.62% | 97.62% |
17/03/2020 | 22.03% | 0.08 | 0.09 | 600,000 | 200,000 | 734,688 | 244,896 | 31,571 | 12,973 | 95.51% | 95.51% |
13/03/2020 | 11.38% | 0.07 | 0.08 | 450,000 | 150,000 | 408,220 | 136,073 | 34,266 | 12,783 | 99.24% | 99.24% |
12/03/2020 | 9.52% | 0.06 | 0.07 | 450,000 | 150,000 | 353,185 | 117,728 | 35,520 | 13,017 | 89.47% | 89.47% |
11/03/2020 | 6.10% | 0.15 | 0.16 | 300,000 | 100,000 | 317,522 | 105,841 | 50,561 | 17,912 | 89.82% | 89.82% |
10/03/2020 | 4.89% | 0.17 | 0.18 | 300,000 | 100,000 | 170,064 | 56,688 | 32,856 | 11,519 | 90.34% | 90.34% |
09/03/2020 | 3.16% | 0.29 | 0.30 | 225,000 | 75,000 | 106,603 | 35,534 | 32,712 | 11,259 | 82.88% | 82.88% |