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 | - | - |
14/05/2021 | 16.04% | 0.05 | 0.06 | 150,000 | 150,000 | 150,000 | 150,000 | 8,772 | 10,273 | 100.00% | 100.00% |
12/05/2021 | 14.45% | 0.07 | 0.08 | 150,000 | 150,000 | 150,000 | 150,000 | 9,708 | 11,208 | 99.14% | 99.14% |
11/05/2021 | 12.35% | 0.09 | 0.10 | 150,000 | 150,000 | 150,000 | 150,000 | 11,541 | 13,041 | 100.00% | 100.00% |
10/05/2021 | 20.04% | 0.04 | 0.05 | 150,000 | 150,000 | 150,000 | 150,000 | 6,816 | 8,316 | 100.00% | 100.00% |
07/05/2021 | 10.69% | 0.06 | 0.07 | 150,000 | 150,000 | 150,000 | 150,000 | 13,620 | 15,120 | 98.83% | 98.83% |
06/05/2021 | 7.73% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 18,674 | 20,174 | 96.05% | 96.05% |
05/05/2021 | 7.21% | 0.14 | 0.15 | 150,000 | 150,000 | 150,000 | 150,000 | 20,106 | 21,606 | 100.00% | 100.00% |
04/05/2021 | 6.98% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 20,998 | 22,498 | 100.00% | 100.00% |
03/05/2021 | 5.96% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 24,437 | 25,937 | 98.36% | 98.36% |