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 | - | - | 0.02 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 91.24% |
19/03/2020 | - | - | 0.02 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2020 | - | - | 0.02 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 98.01% |
17/03/2020 | - | - | 0.03 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 8.08% |
13/03/2020 | 133.33% | 0.01 | 0.03 | 150,000 | 150,000 | 150,000 | 150,000 | 750 | 3,750 | 0.62% | 65.11% |
12/03/2020 | - | - | 0.04 | 0 | 37,500 | 0 | 0 | 0 | 0 | 0.00% | 65.81% |
11/03/2020 | 117.61% | 0.01 | 0.02 | 150,000 | 75,000 | 150,000 | 75,000 | 784 | 1,500 | 99.86% | 99.86% |
10/03/2020 | 79.12% | 0.02 | 0.03 | 150,000 | 75,000 | 150,000 | 64,649 | 1,428 | 1,368 | 88.89% | 98.53% |
09/03/2020 | 85.86% | 0.01 | 0.02 | 150,000 | 37,500 | 141,779 | 34,962 | 1,919 | 1,087 | 76.42% | 80.33% |