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 | - | 0.47 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.24% |
19/03/2020 | 4.11% | 0.50 | 0.52 | 300,000 | 100,000 | 300,000 | 100,000 | 144,053 | 50,018 | 96.83% | 96.83% |
18/03/2020 | 4.22% | 0.52 | 0.54 | 300,000 | 100,000 | 300,000 | 100,000 | 139,470 | 48,490 | 94.57% | 94.57% |
17/03/2020 | 4.40% | 0.36 | 0.38 | 300,000 | 100,000 | 300,000 | 100,000 | 133,790 | 46,597 | 86.84% | 86.84% |
13/03/2020 | 2.92% | 0.49 | 0.51 | 225,000 | 75,000 | 225,000 | 75,000 | 106,177 | 36,428 | 99.25% | 99.25% |
12/03/2020 | 2.23% | 0.52 | 0.53 | 225,000 | 75,000 | 225,000 | 75,000 | 100,537 | 34,263 | 89.72% | 89.72% |
11/03/2020 | 4.22% | 0.26 | 0.27 | 300,000 | 100,000 | 344,625 | 114,875 | 79,607 | 27,684 | 91.09% | 91.09% |
10/03/2020 | 9.66% | 0.27 | 0.29 | 300,000 | 100,000 | 219,608 | 73,203 | 45,316 | 16,569 | 95.14% | 95.14% |
09/03/2020 | 3.70% | 0.21 | 0.22 | 450,000 | 150,000 | 195,882 | 65,294 | 50,285 | 17,415 | 85.08% | 85.08% |