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 | 9.09% | 0.13 | 0.15 | 300,000 | 100,000 | 300,000 | 100,000 | 67,203 | 24,401 | 78.90% | 78.90% |
19/03/2020 | 10.97% | 0.25 | 0.27 | 300,000 | 100,000 | 431,468 | 143,823 | 76,784 | 28,471 | 100.00% | 100.00% |
18/03/2020 | 11.22% | 0.19 | 0.21 | 450,000 | 150,000 | 450,119 | 150,040 | 76,938 | 28,647 | 88.74% | 88.74% |
17/03/2020 | 10.21% | 0.22 | 0.24 | 450,000 | 150,000 | 450,245 | 150,082 | 85,414 | 31,473 | 91.25% | 91.25% |
13/03/2020 | 5.30% | 0.32 | 0.34 | 450,000 | 150,000 | 450,000 | 150,000 | 168,615 | 59,205 | 89.74% | 89.74% |
12/03/2020 | 5.44% | 0.33 | 0.35 | 450,000 | 150,000 | 450,000 | 150,000 | 162,667 | 57,222 | 80.59% | 80.59% |
11/03/2020 | 3.03% | 0.59 | 0.61 | 300,000 | 100,000 | 300,000 | 100,000 | 175,180 | 60,180 | 99.45% | 99.45% |
10/03/2020 | 2.36% | 0.54 | 0.56 | 300,000 | 100,000 | 303,515 | 101,172 | 191,247 | 65,267 | 90.10% | 90.10% |
09/03/2020 | 3.35% | 0.41 | 0.42 | 450,000 | 150,000 | 441,791 | 147,264 | 194,801 | 67,143 | 83.16% | 83.16% |