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 | - | 0.45 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 16.63% |
18/03/2020 | - | 0.53 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 29.45% |
17/03/2020 | - | 0.22 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 93.78% |
13/03/2020 | - | 0.62 | - | 250,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.13% |
12/03/2020 | 16.02% | 0.55 | 0.63 | 250,000 | 25,000 | 250,000 | 25,000 | 118,141 | 13,814 | 13.80% | 61.82% |
11/03/2020 | 62.55% | 0.07 | 0.13 | 250,000 | 25,000 | 250,000 | 25,000 | 15,228 | 2,892 | 98.75% | 98.75% |
10/03/2020 | 9.86% | 0.10 | 0.11 | 250,000 | 25,000 | 250,000 | 8,965 | 24,736 | 1,006 | 94.83% | 94.83% |
09/03/2020 | 7.74% | 0.10 | 0.11 | 250,000 | 2,500 | 249,976 | 2,500 | 37,939 | 409 | 24.12% | 28.03% |