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 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 98.52% |
19/03/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
18/03/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 90.99% |
17/03/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 96.03% |
13/03/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 93.06% |
12/03/2020 | - | - | 0.01 | 0 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 84.16% |
11/03/2020 | 66.41% | 0.01 | 0.01 | 450,000 | 150,000 | 450,000 | 150,000 | 4,544 | 3,015 | 40.65% | 99.88% |
10/03/2020 | 47.90% | 0.01 | 0.02 | 450,000 | 150,000 | 450,000 | 150,000 | 8,003 | 4,168 | 90.66% | 90.70% |
09/03/2020 | 62.30% | 0.02 | 0.03 | 450,000 | 150,000 | 450,000 | 150,000 | 5,237 | 3,246 | 74.45% | 74.45% |