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 | 2.35% | 0.42 | 0.43 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 420,000 | 215,000 | 38.72% | 38.72% |
19/03/2020 | 2.35% | 0.42 | 0.43 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 420,000 | 215,000 | 99.55% | 99.55% |
18/03/2020 | 2.30% | 0.42 | 0.43 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 429,518 | 219,759 | 97.62% | 97.62% |
17/03/2020 | 2.30% | 0.43 | 0.44 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 430,000 | 220,000 | 84.85% | 84.85% |
13/03/2020 | 2.30% | 0.43 | 0.44 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 430,000 | 220,000 | 98.54% | 98.54% |
12/03/2020 | 2.30% | 0.43 | 0.44 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 430,000 | 220,000 | 80.76% | 80.76% |
11/03/2020 | 2.30% | 0.43 | 0.44 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 430,000 | 220,000 | 98.17% | 98.17% |
10/03/2020 | 2.27% | 0.43 | 0.44 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 434,622 | 222,311 | 95.15% | 95.15% |
09/03/2020 | 2.24% | 0.44 | 0.45 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 440,738 | 225,369 | 78.17% | 78.17% |