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 | 0.01 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.31% |
19/03/2020 | 10.69% | 0.08 | 0.09 | 150,000 | 150,000 | 195,253 | 166,167 | 17,285 | 16,582 | 95.73% | 95.73% |
18/03/2020 | 5.74% | 0.14 | 0.15 | 450,000 | 150,000 | 295,071 | 130,128 | 47,281 | 23,482 | 96.66% | 96.89% |
17/03/2020 | 6.19% | 0.09 | 0.10 | 200,000 | 200,000 | 461,140 | 157,347 | 74,288 | 26,737 | 97.54% | 97.75% |
13/03/2020 | 8.08% | 0.18 | 0.19 | 150,000 | 150,000 | 147,418 | 146,972 | 17,947 | 19,360 | 97.55% | 97.77% |
12/03/2020 | 5.58% | 0.19 | 0.20 | 100,000 | 100,000 | 131,958 | 131,935 | 22,946 | 24,262 | 91.94% | 92.16% |
11/03/2020 | 15.52% | 0.05 | 0.06 | 1,000,000 | 400,000 | 998,115 | 399,002 | 59,410 | 27,744 | 90.74% | 90.74% |
10/03/2020 | 19.19% | 0.08 | 0.09 | 900,000 | 300,000 | 657,988 | 228,299 | 33,675 | 14,004 | 94.33% | 94.33% |
09/03/2020 | 7.10% | 0.08 | 0.09 | 900,000 | 300,000 | 317,612 | 105,845 | 40,735 | 14,634 | 88.78% | 88.78% |