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 | - | - |
08/03/2021 | 1.13% | 0.47 | 0.48 | 249,000 | 250,000 | 249,996 | 249,962 | 244,803 | 247,282 | 100.00% | 100.00% |
05/03/2021 | 0.75% | 1.40 | 1.41 | 250,000 | 250,000 | 249,992 | 249,997 | 335,457 | 337,965 | 95.86% | 95.86% |
04/03/2021 | 0.81% | 1.22 | 1.23 | 250,000 | 250,000 | 249,991 | 249,987 | 308,979 | 311,475 | 100.00% | 100.00% |
03/03/2021 | 0.99% | 1.16 | 1.17 | 250,000 | 250,000 | 249,969 | 249,973 | 255,112 | 257,621 | 99.58% | 99.58% |
02/03/2021 | 0.86% | 1.15 | 1.16 | 250,000 | 250,000 | 249,995 | 249,988 | 289,359 | 291,851 | 100.00% | 100.00% |
01/03/2021 | 0.70% | 1.25 | 1.26 | 250,000 | 250,000 | 250,000 | 249,988 | 356,026 | 358,509 | 100.00% | 100.00% |
26/02/2021 | 0.59% | 1.71 | 1.72 | 250,000 | 250,000 | 249,995 | 249,996 | 424,022 | 426,525 | 100.00% | 100.00% |
25/02/2021 | 0.71% | 1.47 | 1.48 | 250,000 | 250,000 | 249,989 | 249,996 | 349,870 | 352,380 | 100.00% | 100.00% |
24/02/2021 | 0.71% | 1.32 | 1.33 | 250,000 | 250,000 | 249,973 | 249,954 | 352,203 | 354,676 | 100.00% | 100.00% |