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 | - | - |
19/02/2021 | 12.47% | 0.07 | 0.08 | 150,000 | 150,000 | 150,000 | 150,000 | 11,947 | 13,447 | 100.00% | 100.00% |
18/02/2021 | 6.62% | 0.14 | 0.15 | 150,000 | 150,000 | 150,000 | 150,000 | 22,232 | 23,732 | 99.42% | 99.42% |
17/02/2021 | 4.70% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 31,316 | 32,816 | 100.00% | 100.00% |
16/02/2021 | 5.82% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 25,280 | 26,780 | 99.90% | 99.90% |
15/02/2021 | 5.46% | 0.18 | 0.19 | 150,000 | 150,000 | 150,000 | 150,000 | 26,743 | 28,243 | 99.84% | 99.84% |
12/02/2021 | 3.67% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 40,277 | 41,777 | 99.99% | 99.99% |
11/02/2021 | 3.99% | 0.26 | 0.27 | 150,000 | 150,000 | 150,000 | 150,000 | 36,844 | 38,344 | 100.00% | 100.00% |
10/02/2021 | 4.23% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 34,739 | 36,239 | 100.00% | 100.00% |
09/02/2021 | 3.39% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 43,522 | 45,022 | 100.00% | 100.00% |