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 | - | - |
05/03/2021 | 1.09% | 0.97 | 0.98 | 250,000 | 250,000 | 250,000 | 250,000 | 230,451 | 232,951 | 95.86% | 95.86% |
04/03/2021 | 1.23% | 0.80 | 0.81 | 250,000 | 250,000 | 249,995 | 249,998 | 202,980 | 205,482 | 100.00% | 100.00% |
03/03/2021 | 1.74% | 0.74 | 0.75 | 250,000 | 250,000 | 249,988 | 249,994 | 149,621 | 152,122 | 99.58% | 99.58% |
02/03/2021 | 1.36% | 0.73 | 0.74 | 250,000 | 250,000 | 249,986 | 249,984 | 184,145 | 186,644 | 100.00% | 100.00% |
01/03/2021 | 1.00% | 0.83 | 0.84 | 250,000 | 250,000 | 249,989 | 249,978 | 251,121 | 253,612 | 100.00% | 100.00% |
26/02/2021 | 0.78% | 1.29 | 1.30 | 250,000 | 250,000 | 249,996 | 249,996 | 319,334 | 321,835 | 100.00% | 100.00% |
25/02/2021 | 1.02% | 1.05 | 1.06 | 250,000 | 250,000 | 249,995 | 249,999 | 244,345 | 246,849 | 100.00% | 100.00% |
24/02/2021 | 1.01% | 0.91 | 0.92 | 250,000 | 250,000 | 249,999 | 249,996 | 247,915 | 250,412 | 100.00% | 100.00% |
22/02/2021 | 0.92% | 0.97 | 0.98 | 250,000 | 250,000 | 249,999 | 249,998 | 272,589 | 275,088 | 99.91% | 99.91% |