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 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
19/03/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.58% |
18/03/2020 | 64.98% | 0.01 | 0.01 | 600,000 | 200,000 | 600,000 | 200,000 | 6,380 | 4,127 | 38.95% | 91.73% |
17/03/2020 | 28.71% | 0.02 | 0.03 | 600,000 | 200,000 | 600,000 | 200,000 | 19,829 | 8,610 | 96.73% | 96.73% |
13/03/2020 | 7.19% | 0.11 | 0.12 | 600,000 | 200,000 | 562,886 | 187,629 | 76,335 | 27,321 | 92.35% | 92.35% |
12/03/2020 | 8.28% | 0.11 | 0.12 | 600,000 | 200,000 | 600,000 | 200,000 | 70,319 | 25,440 | 78.70% | 78.70% |
11/03/2020 | 5.21% | 0.22 | 0.23 | 450,000 | 150,000 | 450,000 | 150,000 | 100,921 | 35,447 | 99.88% | 99.88% |
10/03/2020 | 4.87% | 0.25 | 0.26 | 450,000 | 150,000 | 335,043 | 111,681 | 100,141 | 35,056 | 87.31% | 87.31% |
09/03/2020 | 5.78% | 0.23 | 0.24 | 450,000 | 150,000 | 450,000 | 150,000 | 114,281 | 40,344 | 74.95% | 74.95% |