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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/03/2020 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 100,000 | 100,000 | 500 | 2,000 | 0.16% | 97.22% |
17/03/2020 | 134.48% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 58,386 | 644 | 1,677 | 31.34% | 99.19% |
13/03/2020 | 114.30% | 0.01 | 0.05 | 100,000 | 50,000 | 87,482 | 43,741 | 1,556 | 2,537 | 69.73% | 69.73% |
12/03/2020 | 135.75% | 0.01 | 0.06 | 100,000 | 50,000 | 100,000 | 50,000 | 1,212 | 3,106 | 56.40% | 78.88% |
11/03/2020 | 16.22% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 5,746 | 6,746 | 98.39% | 98.39% |
10/03/2020 | 9.78% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 80,507 | 9,802 | 8,741 | 97.57% | 97.57% |
09/03/2020 | 17.85% | 0.11 | 0.12 | 90,000 | 9,000 | 81,857 | 8,186 | 8,894 | 1,037 | 93.81% | 93.81% |