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 | - | - |
22/02/2021 | 4.48% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 32,892 | 34,392 | 99.78% | 99.78% |
19/02/2021 | 4.11% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 35,885 | 37,385 | 100.00% | 100.00% |
18/02/2021 | 3.32% | 0.29 | 0.30 | 150,000 | 150,000 | 150,000 | 150,000 | 44,539 | 46,039 | 99.41% | 99.41% |
17/02/2021 | 2.77% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 53,564 | 55,064 | 100.00% | 100.00% |
16/02/2021 | 3.13% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 47,266 | 48,766 | 99.90% | 99.90% |
15/02/2021 | 3.04% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 48,674 | 50,174 | 99.84% | 99.84% |
12/02/2021 | 2.38% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 62,493 | 63,993 | 99.99% | 99.99% |
11/02/2021 | 2.52% | 0.40 | 0.41 | 150,000 | 150,000 | 150,000 | 150,000 | 58,869 | 60,369 | 100.00% | 100.00% |
10/02/2021 | 2.60% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 56,917 | 58,417 | 100.00% | 100.00% |