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 | - | - |
19/04/2021 | - | 0.05 | 0.10 | 99,500 | 99,500 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/04/2021 | 9.67% | 0.08 | 0.09 | 99,500 | 99,500 | 99,500 | 99,500 | 9,905 | 10,900 | 100.00% | 100.00% |
15/04/2021 | 10.54% | 0.09 | 0.10 | 99,500 | 99,500 | 99,500 | 99,500 | 8,971 | 9,966 | 45.09% | 100.00% |
14/04/2021 | 11.00% | 0.04 | 0.09 | 99,500 | 99,500 | 99,500 | 99,500 | 8,589 | 9,584 | 13.84% | 100.00% |
13/04/2021 | 11.56% | 0.08 | 0.09 | 99,500 | 99,500 | 99,500 | 99,500 | 8,122 | 9,117 | 33.35% | 99.90% |
12/04/2021 | 10.29% | 0.09 | 0.10 | 99,500 | 99,500 | 99,500 | 99,500 | 9,244 | 10,239 | 100.00% | 100.00% |
09/04/2021 | 10.04% | 0.11 | 0.12 | 99,500 | 99,500 | 99,500 | 99,500 | 9,458 | 10,453 | 99.65% | 100.00% |
08/04/2021 | 9.31% | 0.12 | 0.13 | 99,500 | 99,500 | 99,500 | 99,500 | 10,324 | 11,319 | 100.00% | 100.00% |
07/04/2021 | 10.35% | 0.10 | 0.11 | 99,500 | 99,500 | 99,500 | 99,500 | 9,190 | 10,185 | 98.26% | 100.00% |