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 | 5.04% | 0.96 | 1.01 | 30,000 | 30,000 | 30,000 | 30,000 | 29,011 | 30,511 | 96.52% | 96.52% |
19/03/2020 | 6.56% | 0.56 | 0.57 | 190,000 | 190,000 | 95,702 | 95,702 | 42,714 | 44,094 | 95.48% | 95.48% |
18/03/2020 | 6.48% | 0.41 | 0.42 | 120,000 | 120,000 | 62,661 | 62,661 | 27,786 | 29,099 | 91.73% | 91.73% |
17/03/2020 | 4.97% | 1.10 | 1.13 | 130,000 | 130,000 | 67,957 | 67,957 | 57,913 | 60,531 | 93.61% | 93.61% |
13/03/2020 | 2.43% | 1.52 | 1.55 | 110,000 | 110,000 | 59,406 | 59,406 | 117,734 | 120,105 | 89.15% | 92.42% |
12/03/2020 | 2.56% | 1.88 | 1.91 | 110,000 | 110,000 | 60,231 | 60,231 | 123,079 | 125,595 | 68.63% | 91.25% |
11/03/2020 | 1.27% | 2.72 | 2.73 | 110,000 | 110,000 | 61,036 | 61,036 | 159,521 | 160,848 | 97.52% | 97.52% |
10/03/2020 | 1.14% | 2.60 | 2.61 | 110,000 | 110,000 | 60,530 | 60,530 | 164,408 | 165,736 | 93.62% | 93.62% |
09/03/2020 | 1.05% | 2.63 | 2.64 | 110,000 | 110,000 | 72,297 | 72,297 | 184,804 | 186,064 | 63.58% | 63.58% |