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 | - | - |
17/02/2021 | 6.94% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 21,053 | 22,553 | 100.00% | 100.00% |
16/02/2021 | 11.21% | 0.09 | 0.10 | 150,000 | 150,000 | 150,000 | 150,000 | 13,505 | 15,005 | 99.90% | 99.90% |
15/02/2021 | 8.93% | 0.10 | 0.11 | 150,000 | 150,000 | 150,000 | 150,000 | 16,095 | 17,595 | 99.84% | 99.84% |
12/02/2021 | 4.90% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 30,036 | 31,536 | 99.99% | 99.99% |
11/02/2021 | 5.49% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 26,577 | 28,077 | 100.00% | 100.00% |
10/02/2021 | 5.94% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 24,520 | 26,020 | 100.00% | 100.00% |
09/02/2021 | 4.43% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 33,125 | 34,625 | 100.00% | 100.00% |
08/02/2021 | 3.47% | 0.26 | 0.27 | 150,000 | 150,000 | 150,000 | 150,000 | 42,619 | 44,119 | 100.00% | 100.00% |
05/02/2021 | 3.35% | 0.27 | 0.28 | 150,000 | 150,000 | 150,000 | 150,000 | 44,133 | 45,633 | 100.00% | 100.00% |