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 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.52% |
19/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
18/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 91.77% |
17/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 87.45% |
13/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 92.59% |
12/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 78.76% |
11/03/2020 | 66.67% | 0.01 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 34.74% | 99.87% |
10/03/2020 | 40.35% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 16,480 | 7,993 | 86.17% | 86.17% |
09/03/2020 | 54.05% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 11,048 | 6,183 | 75.51% | 75.51% |