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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.96% | 97.96% |
19/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.17% | 97.17% |
18/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.67% | 97.67% |
17/03/2020 | 64.74% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 8,042 | 5,181 | 97.08% | 97.08% |
13/03/2020 | 43.87% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 14,631 | 7,377 | 99.67% | 99.67% |
12/03/2020 | 36.10% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 17,904 | 8,468 | 89.78% | 89.78% |
11/03/2020 | 33.39% | 0.03 | 0.04 | 1,000,000 | 400,000 | 1,000,000 | 449,470 | 25,788 | 15,892 | 91.11% | 91.11% |
10/03/2020 | 24.25% | 0.04 | 0.05 | 1,000,000 | 400,000 | 592,951 | 216,867 | 21,456 | 9,842 | 95.15% | 95.15% |
09/03/2020 | 12.54% | 0.06 | 0.07 | 750,000 | 250,000 | 332,407 | 110,802 | 24,376 | 9,233 | 85.59% | 85.59% |