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 | 121.61% | 0.01 | 0.06 | 40,000 | 40,000 | 40,000 | 40,000 | 587 | 2,360 | 100.00% | 100.00% |
19/03/2020 | 153.77% | 0.01 | 0.06 | 40,000 | 40,000 | 40,000 | 40,000 | 313 | 2,342 | 58.03% | 99.87% |
18/03/2020 | 138.45% | 0.01 | 0.06 | 40,000 | 40,000 | 40,000 | 40,000 | 447 | 2,367 | 92.82% | 99.30% |
17/03/2020 | 31.07% | 0.07 | 0.09 | 40,000 | 40,000 | 40,000 | 40,000 | 2,199 | 2,999 | 98.04% | 98.04% |
13/03/2020 | 16.45% | 0.09 | 0.11 | 40,000 | 40,000 | 37,331 | 37,331 | 4,260 | 5,007 | 96.35% | 99.73% |
12/03/2020 | 26.49% | 0.07 | 0.09 | 40,000 | 40,000 | 38,695 | 38,695 | 2,686 | 3,479 | 99.50% | 100.00% |
11/03/2020 | 7.09% | 0.14 | 0.16 | 40,000 | 40,000 | 40,000 | 40,000 | 5,453 | 5,853 | 99.82% | 99.82% |
10/03/2020 | 6.93% | 0.14 | 0.15 | 40,000 | 40,000 | 40,000 | 40,000 | 5,925 | 6,325 | 94.85% | 94.85% |
09/03/2020 | 20.96% | 0.10 | 0.11 | 30,000 | 30,000 | 28,831 | 28,831 | 2,251 | 2,752 | 81.82% | 81.82% |