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 | - | 0.00 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.10% |
19/03/2020 | - | 0.00 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 67.44% |
18/03/2020 | - | 0.00 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 84.36% |
17/03/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/03/2020 | 181.46% | 0.00 | 0.02 | 50,000 | 50,000 | 162,662 | 50,000 | 163 | 1,030 | 68.28% | 68.28% |
12/03/2020 | 186.24% | 0.00 | 0.03 | 50,000 | 50,000 | 50,000 | 50,000 | 50 | 1,464 | 67.43% | 67.43% |
11/03/2020 | 116.85% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 2,702 | 1,000 | 95.74% | 95.74% |
10/03/2020 | 185.32% | 0.01 | 0.15 | 500,000 | 50,000 | 500,000 | 50,000 | 2,821 | 7,393 | 91.80% | 91.80% |
09/03/2020 | - | 0.00 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 71.97% |