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 | - | 1.33 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.82% |
19/03/2020 | 0.69% | 1.39 | 1.40 | 300,000 | 100,000 | 300,000 | 100,000 | 433,426 | 145,475 | 97.55% | 97.55% |
18/03/2020 | 0.66% | 1.45 | 1.46 | 300,000 | 100,000 | 300,000 | 100,000 | 451,155 | 151,385 | 94.14% | 94.14% |
17/03/2020 | 0.70% | 1.31 | 1.32 | 300,000 | 100,000 | 300,000 | 100,000 | 428,595 | 143,865 | 96.83% | 96.83% |
13/03/2020 | 0.80% | 1.34 | 1.35 | 300,000 | 100,000 | 300,000 | 100,000 | 372,731 | 125,244 | 92.86% | 92.86% |
12/03/2020 | 0.84% | 1.34 | 1.35 | 300,000 | 100,000 | 300,000 | 100,000 | 356,965 | 119,988 | 87.46% | 87.46% |
11/03/2020 | 1.09% | 0.96 | 0.97 | 300,000 | 100,000 | 300,000 | 100,000 | 273,974 | 92,325 | 98.67% | 98.67% |
10/03/2020 | 1.18% | 0.97 | 0.98 | 300,000 | 100,000 | 297,219 | 99,073 | 251,574 | 84,849 | 91.06% | 91.06% |
09/03/2020 | 1.48% | 0.86 | 0.87 | 300,000 | 100,000 | 234,902 | 78,301 | 196,996 | 66,633 | 90.27% | 90.27% |