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 | - | 0.06 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.18% |
19/03/2020 | 5.28% | 0.20 | 0.21 | 300,000 | 100,000 | 284,090 | 94,697 | 52,797 | 18,546 | 96.54% | 96.54% |
18/03/2020 | 4.49% | 0.28 | 0.29 | 225,000 | 75,000 | 294,915 | 98,305 | 64,660 | 22,536 | 93.27% | 93.27% |
17/03/2020 | 4.13% | 0.17 | 0.18 | 450,000 | 150,000 | 311,197 | 103,732 | 74,155 | 25,756 | 88.19% | 88.19% |
13/03/2020 | 3.36% | 0.32 | 0.33 | 225,000 | 75,000 | 209,455 | 69,818 | 61,415 | 21,170 | 97.83% | 97.83% |
12/03/2020 | 3.23% | 0.34 | 0.35 | 150,000 | 50,000 | 219,393 | 73,131 | 67,130 | 23,108 | 89.38% | 89.38% |
11/03/2020 | 9.81% | 0.12 | 0.13 | 450,000 | 150,000 | 572,825 | 190,942 | 55,699 | 20,476 | 89.79% | 89.79% |
10/03/2020 | 11.07% | 0.14 | 0.15 | 450,000 | 150,000 | 363,580 | 121,193 | 33,729 | 12,455 | 95.01% | 95.01% |
09/03/2020 | 5.13% | 0.12 | 0.13 | 600,000 | 200,000 | 223,070 | 74,357 | 39,685 | 13,972 | 84.43% | 84.43% |