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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/03/2020 | - | - | 0.05 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 63.87% |
18/03/2020 | - | - | 0.05 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 86.07% |
17/03/2020 | - | - | 0.03 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 48.58% |
13/03/2020 | - | - | 0.03 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 52.80% |
12/03/2020 | - | - | 0.03 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 69.47% |
11/03/2020 | 120.00% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,250 | 5,000 | 60.91% | 92.02% |
10/03/2020 | 120.00% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,250 | 5,000 | 85.94% | 91.71% |
09/03/2020 | 127.78% | 0.01 | 0.02 | 250,000 | 250,000 | 240,481 | 240,481 | 1,202 | 5,491 | 15.89% | 60.81% |