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 | - | - |
27/05/2021 | 9.74% | 0.07 | 0.10 | 99,500 | 99,500 | 99,376 | 99,500 | 9,767 | 10,776 | 64.59% | 100.00% |
26/05/2021 | 10.53% | 0.06 | 0.10 | 97,500 | 99,500 | 99,500 | 99,453 | 8,955 | 9,945 | 24.15% | 99.98% |
25/05/2021 | 7.15% | 0.12 | 0.13 | 99,500 | 99,500 | 99,500 | 99,500 | 13,653 | 14,648 | 100.00% | 100.00% |
21/05/2021 | 4.32% | 0.20 | 0.21 | 99,500 | 99,500 | 99,500 | 99,500 | 22,640 | 23,635 | 100.00% | 100.00% |
20/05/2021 | 3.83% | 0.25 | 0.26 | 99,500 | 99,500 | 99,500 | 99,500 | 25,482 | 26,477 | 100.00% | 100.00% |
19/05/2021 | 3.64% | 0.25 | 0.26 | 99,500 | 99,500 | 99,500 | 99,500 | 26,884 | 27,879 | 100.00% | 100.00% |
18/05/2021 | 3.75% | 0.27 | 0.28 | 99,500 | 99,500 | 99,500 | 99,500 | 26,038 | 27,033 | 100.00% | 100.00% |
17/05/2021 | 3.26% | 0.30 | 0.31 | 99,500 | 99,500 | 99,500 | 99,500 | 30,058 | 31,053 | 100.00% | 100.00% |
14/05/2021 | 2.82% | 0.34 | 0.35 | 99,500 | 99,500 | 99,500 | 99,500 | 34,858 | 35,853 | 100.00% | 100.00% |