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 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.55% |
19/03/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 96.51% |
18/03/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 96.56% |
17/03/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 96.95% |
13/03/2020 | 66.67% | 0.01 | 0.01 | 600,000 | 200,000 | 600,000 | 200,000 | 6,000 | 4,000 | 40.63% | 92.09% |
12/03/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 76.90% |
11/03/2020 | 66.67% | 0.01 | 0.01 | 600,000 | 200,000 | 600,000 | 200,000 | 6,000 | 4,000 | 4.95% | 99.85% |
10/03/2020 | 59.52% | 0.01 | 0.01 | 600,000 | 200,000 | 600,000 | 200,000 | 7,608 | 4,536 | 79.58% | 86.24% |
09/03/2020 | 63.73% | 0.02 | 0.03 | 600,000 | 200,000 | 600,000 | 200,000 | 6,661 | 4,220 | 75.92% | 75.92% |