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 | - | - |
02/03/2021 | 4.94% | 0.23 | 0.25 | 500,000 | 500,000 | 499,870 | 499,891 | 119,367 | 124,830 | 99.77% | 99.77% |
01/03/2021 | 2.01% | 0.33 | 0.34 | 500,000 | 499,000 | 499,880 | 499,921 | 250,911 | 255,933 | 100.00% | 100.00% |
26/02/2021 | 1.31% | 0.78 | 0.79 | 500,000 | 500,000 | 499,903 | 499,978 | 382,741 | 387,804 | 99.24% | 99.24% |
25/02/2021 | 2.11% | 0.55 | 0.56 | 500,000 | 500,000 | 499,935 | 499,961 | 236,664 | 241,677 | 100.00% | 100.00% |
24/02/2021 | 2.03% | 0.41 | 0.42 | 500,000 | 500,000 | 499,990 | 499,953 | 246,401 | 251,382 | 100.00% | 100.00% |
22/02/2021 | 1.70% | 0.48 | 0.49 | 500,000 | 500,000 | 499,888 | 499,846 | 296,218 | 301,195 | 97.65% | 97.65% |
19/02/2021 | 2.19% | 0.39 | 0.40 | 500,000 | 500,000 | 499,909 | 499,943 | 229,420 | 234,426 | 100.00% | 100.00% |
18/02/2021 | 1.71% | 0.62 | 0.63 | 500,000 | 500,000 | 499,965 | 499,956 | 291,493 | 296,489 | 98.84% | 98.84% |
17/02/2021 | 2.17% | 0.60 | 0.61 | 500,000 | 500,000 | 499,949 | 499,967 | 230,762 | 235,771 | 100.00% | 100.00% |