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 | 6.51% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 22,457 | 23,957 | 99.78% | 99.78% |
19/02/2021 | 5.77% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 25,401 | 26,901 | 100.00% | 100.00% |
18/02/2021 | 4.33% | 0.22 | 0.23 | 150,000 | 150,000 | 150,000 | 150,000 | 34,065 | 35,565 | 99.41% | 99.41% |
17/02/2021 | 3.42% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 43,186 | 44,686 | 100.00% | 100.00% |
16/02/2021 | 4.00% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 36,917 | 38,417 | 99.90% | 99.90% |
15/02/2021 | 3.84% | 0.25 | 0.26 | 150,000 | 150,000 | 150,000 | 150,000 | 38,318 | 39,818 | 99.84% | 99.84% |
12/02/2021 | 2.84% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 52,096 | 53,596 | 99.99% | 99.99% |
11/02/2021 | 3.05% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 48,492 | 49,992 | 100.00% | 100.00% |
10/02/2021 | 3.17% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 46,540 | 48,040 | 100.00% | 100.00% |