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 | - | - |
17/05/2021 | 5.83% | 0.16 | 0.17 | 250,000 | 250,000 | 249,971 | 249,989 | 42,394 | 44,897 | 91.09% | 99.94% |
14/05/2021 | 3.72% | 0.17 | 0.19 | 250,000 | 250,000 | 249,974 | 249,998 | 67,787 | 70,292 | 96.83% | 99.95% |
12/05/2021 | 2.37% | 0.40 | 0.41 | 250,000 | 250,000 | 249,971 | 249,920 | 104,767 | 107,246 | 99.86% | 99.86% |
11/05/2021 | 1.91% | 0.52 | 0.53 | 250,000 | 250,000 | 249,997 | 249,997 | 130,742 | 133,242 | 100.00% | 100.00% |
10/05/2021 | 4.58% | 0.18 | 0.22 | 250,000 | 250,000 | 250,000 | 250,000 | 53,404 | 55,904 | 18.47% | 99.93% |
07/05/2021 | 4.60% | 0.19 | 0.21 | 250,000 | 250,000 | 249,997 | 249,995 | 54,248 | 56,747 | 94.15% | 99.91% |
06/05/2021 | 2.40% | 0.46 | 0.47 | 250,000 | 250,000 | 249,988 | 249,997 | 104,577 | 107,081 | 100.00% | 100.00% |
05/05/2021 | 1.92% | 0.43 | 0.44 | 250,000 | 250,000 | 249,995 | 249,997 | 129,777 | 132,279 | 100.00% | 100.00% |
04/05/2021 | 2.00% | 0.78 | 0.79 | 250,000 | 250,000 | 250,000 | 249,999 | 130,612 | 133,110 | 100.00% | 100.00% |