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 | 97.18% | 97.18% |
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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.08% | 97.08% |
13/03/2020 | 66.50% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,546 | 5,015 | 99.68% | 99.68% |
12/03/2020 | 51.40% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 11,795 | 6,432 | 89.78% | 89.78% |
11/03/2020 | 74.13% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,213 | 17,339 | 86.39% | 91.09% |
10/03/2020 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 972,455 | 607,997 | 9,725 | 12,160 | 92.68% | 95.15% |
09/03/2020 | 38.89% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 668,312 | 327,209 | 14,586 | 9,178 | 85.69% | 85.69% |