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 | - | 0.36 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.41% |
18/03/2021 | - | 0.40 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
17/03/2021 | - | 0.41 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.40% |
16/03/2021 | - | 0.50 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
15/03/2021 | - | 0.38 | - | 450,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.43% |
12/03/2021 | 2.54% | 0.37 | 0.38 | 450,000 | 150,000 | 450,000 | 150,000 | 174,845 | 59,782 | 30.85% | 98.51% |
11/03/2021 | 2.47% | 0.40 | 0.41 | 450,000 | 150,000 | 450,000 | 150,000 | 180,339 | 61,613 | 98.18% | 99.41% |
10/03/2021 | 2.61% | 0.39 | 0.40 | 450,000 | 150,000 | 564,742 | 188,247 | 213,258 | 72,969 | 99.43% | 99.43% |
09/03/2021 | 2.66% | 0.36 | 0.37 | 600,000 | 200,000 | 600,000 | 200,000 | 222,389 | 76,130 | 99.45% | 99.45% |