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 | - | - |
22/03/2021 | 1.01% | 99.00 | 100.00 | 100,000 | 50,000 | 100,000 | 50,000 | 99,000 | 50,000 | 95.15% | 95.15% |
19/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 395,811 | 197,905 | 391,853 | 197,905 | 100.00% | 100.00% |
18/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 399,700 | 199,850 | 395,703 | 199,850 | 99.35% | 99.35% |
17/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 399,371 | 199,686 | 395,378 | 199,686 | 100.00% | 100.00% |
16/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 397,937 | 198,968 | 393,958 | 198,968 | 100.00% | 100.00% |
15/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 399,690 | 199,845 | 395,693 | 199,845 | 100.00% | 100.00% |
12/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 285,294 | 142,647 | 282,441 | 142,647 | 100.00% | 100.00% |
11/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 286,269 | 143,134 | 283,406 | 143,134 | 100.00% | 100.00% |
10/03/2021 | 1.01% | 99.00 | 100.00 | 1,000,000 | 500,000 | 286,604 | 143,302 | 283,738 | 143,302 | 100.00% | 100.00% |