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 | - | - |
19/03/2021 | 1.19% | 0.80 | 0.81 | 75,000 | 75,000 | 75,000 | 75,000 | 62,780 | 63,530 | 100.00% | 100.00% |
18/03/2021 | 1.05% | 0.92 | 0.93 | 75,000 | 75,000 | 74,497 | 74,497 | 70,556 | 71,301 | 100.00% | 100.00% |
17/03/2021 | 1.14% | 0.90 | 0.91 | 75,000 | 75,000 | 75,000 | 75,000 | 65,302 | 66,052 | 100.00% | 100.00% |
16/03/2021 | 1.11% | 0.91 | 0.92 | 75,000 | 75,000 | 75,000 | 75,000 | 67,111 | 67,861 | 100.00% | 100.00% |
15/03/2021 | 1.26% | 0.85 | 0.86 | 75,000 | 75,000 | 75,000 | 75,000 | 59,314 | 60,064 | 100.00% | 100.00% |
12/03/2021 | 1.45% | 0.69 | 0.70 | 75,000 | 75,000 | 76,565 | 76,565 | 52,396 | 53,161 | 100.00% | 100.00% |
11/03/2021 | 1.49% | 0.67 | 0.68 | 75,000 | 75,000 | 86,192 | 86,188 | 57,491 | 58,350 | 100.00% | 100.00% |
10/03/2021 | 1.48% | 0.72 | 0.73 | 75,000 | 75,000 | 84,821 | 84,821 | 56,846 | 57,694 | 99.42% | 99.42% |
09/03/2021 | 1.57% | 0.72 | 0.73 | 75,000 | 75,000 | 97,413 | 97,436 | 61,432 | 62,421 | 91.03% | 91.03% |