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 | 86.02% | 0.00 | 0.02 | 1,000,000 | 250,000 | 974,938 | 271,243 | 20,329 | 9,962 | 98.11% | 98.11% |
18/03/2021 | 10.44% | 0.05 | 0.06 | 425,000 | 425,000 | 540,501 | 335,932 | 49,481 | 40,223 | 90.26% | 90.26% |
17/03/2021 | 1.64% | 0.57 | 0.58 | 100,000 | 100,000 | 98,060 | 98,060 | 59,522 | 60,503 | 97.28% | 97.28% |
16/03/2021 | 1.63% | 0.71 | 0.72 | 75,000 | 75,000 | 94,591 | 94,591 | 57,595 | 58,541 | 91.09% | 91.09% |
15/03/2021 | 1.63% | 0.60 | 0.61 | 100,000 | 100,000 | 100,000 | 100,000 | 60,822 | 61,822 | 100.00% | 100.00% |
12/03/2021 | 1.63% | 0.56 | 0.57 | 100,000 | 100,000 | 100,000 | 100,000 | 60,865 | 61,865 | 98.77% | 98.77% |
11/03/2021 | 1.58% | 0.65 | 0.66 | 100,000 | 100,000 | 100,000 | 100,000 | 62,933 | 63,933 | 99.97% | 99.97% |
10/03/2021 | 1.66% | 0.61 | 0.62 | 100,000 | 100,000 | 100,000 | 100,000 | 59,875 | 60,875 | 100.00% | 100.00% |
09/03/2021 | 2.22% | 0.53 | 0.54 | 100,000 | 100,000 | 124,719 | 124,719 | 55,452 | 56,699 | 100.00% | 100.00% |