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 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.56% |
19/03/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 96.49% |
18/03/2020 | 54.39% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 11,715 | 6,405 | 67.24% | 90.56% |
17/03/2020 | 23.88% | 0.06 | 0.07 | 750,000 | 250,000 | 727,334 | 242,445 | 33,274 | 13,516 | 93.41% | 93.41% |
13/03/2020 | 42.69% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 17,490 | 8,330 | 94.45% | 94.45% |
12/03/2020 | 53.96% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 11,073 | 6,191 | 74.91% | 76.80% |
11/03/2020 | 17.49% | 0.06 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 39,417 | 15,639 | 99.87% | 99.87% |
10/03/2020 | 13.96% | 0.05 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 51,547 | 19,682 | 89.53% | 89.53% |
09/03/2020 | 12.75% | 0.07 | 0.08 | 750,000 | 250,000 | 750,000 | 250,000 | 57,415 | 21,638 | 73.15% | 73.15% |