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 | 23.75% | 0.30 | 0.37 | 200,000 | 200,000 | 199,967 | 200,000 | 52,207 | 66,217 | 45.63% | 45.63% |
19/03/2020 | 30.86% | 0.12 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 33,823 | 45,521 | 95.69% | 95.69% |
18/03/2020 | 4.07% | 0.31 | 0.32 | 130,000 | 130,000 | 129,993 | 130,000 | 46,507 | 48,318 | 88.88% | 88.88% |
17/03/2020 | 9.31% | 0.61 | 0.64 | 190,000 | 190,000 | 189,995 | 190,000 | 53,589 | 58,586 | 81.45% | 81.45% |
13/03/2020 | 3.12% | 0.54 | 0.57 | 110,000 | 110,000 | 95,933 | 95,933 | 91,623 | 94,497 | 78.85% | 78.85% |
12/03/2020 | 2.45% | 0.89 | 0.92 | 110,000 | 110,000 | 105,347 | 105,347 | 135,827 | 139,062 | 83.68% | 83.68% |
11/03/2020 | 0.59% | 1.59 | 1.60 | 110,000 | 110,000 | 110,000 | 110,000 | 185,896 | 186,996 | 94.20% | 94.20% |
10/03/2020 | 0.60% | 1.62 | 1.63 | 110,000 | 110,000 | 109,939 | 110,000 | 184,078 | 185,280 | 92.75% | 92.75% |
09/03/2020 | 0.87% | 1.72 | 1.73 | 110,000 | 110,000 | 98,897 | 98,897 | 177,936 | 179,313 | 86.56% | 86.56% |