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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,810 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
18/03/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
17/03/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 99.94% | 99.94% |
16/03/2021 | 167.82% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,687 | 3,811 | 94.32% | 94.32% |
15/03/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 99.55% | 99.55% |
12/03/2021 | 29.63% | 0.02 | 0.02 | 1,000,000 | 250,000 | 897,404 | 250,000 | 14,698 | 5,513 | 90.83% | 90.83% |
11/03/2021 | 18.18% | 0.03 | 0.03 | 1,000,000 | 250,000 | 999,924 | 250,000 | 25,078 | 7,520 | 100.00% | 100.00% |
10/03/2021 | 17.71% | 0.04 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 249,974 | 27,741 | 8,184 | 98.82% | 98.82% |
09/03/2021 | 28.46% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,091 | 5,023 | 99.55% | 99.55% |