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 | 1.32% | 1.52 | 1.54 | 150,000 | 100,000 | 150,000 | 100,000 | 226,007 | 152,671 | 98.48% | 98.48% |
19/03/2020 | 1.17% | 1.59 | 1.61 | 150,000 | 100,000 | 150,000 | 100,000 | 254,486 | 171,657 | 99.67% | 99.67% |
18/03/2020 | 1.06% | 1.78 | 1.80 | 150,000 | 100,000 | 150,000 | 100,000 | 280,739 | 189,160 | 96.67% | 96.67% |
17/03/2020 | 1.05% | 1.85 | 1.87 | 150,000 | 100,000 | 150,000 | 100,000 | 285,612 | 192,408 | 96.18% | 96.18% |
13/03/2020 | 1.15% | 1.80 | 1.82 | 150,000 | 100,000 | 150,000 | 100,000 | 260,000 | 175,333 | 95.07% | 95.07% |
12/03/2020 | 1.14% | 1.84 | 1.86 | 150,000 | 100,000 | 150,000 | 100,000 | 261,205 | 176,136 | 83.94% | 83.94% |
11/03/2020 | 1.32% | 1.52 | 1.54 | 150,000 | 150,000 | 150,000 | 150,000 | 225,104 | 228,104 | 99.91% | 99.91% |
10/03/2020 | 1.39% | 1.48 | 1.50 | 150,000 | 150,000 | 150,000 | 150,000 | 214,623 | 217,623 | 89.06% | 89.06% |
09/03/2020 | 1.31% | 1.48 | 1.50 | 150,000 | 150,000 | 150,000 | 150,000 | 227,014 | 230,014 | 71.49% | 71.49% |