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 | - | - |
03/03/2021 | 0.51% | 97.85 | 98.35 | 500,000 | 500,000 | 500,000 | 500,000 | 488,791 | 491,291 | 96.58% | 96.58% |
02/03/2021 | 0.48% | 91.65 | 92.10 | 500,000 | 500,000 | 500,000 | 500,000 | 465,000 | 467,250 | 100.00% | 100.00% |
01/03/2021 | 0.48% | 92.80 | 93.25 | 500,000 | 500,000 | 500,000 | 500,000 | 464,327 | 466,577 | 100.00% | 100.00% |
26/02/2021 | 0.48% | 92.75 | 93.20 | 500,000 | 500,000 | 500,000 | 500,000 | 467,137 | 469,387 | 100.00% | 100.00% |
25/02/2021 | 0.48% | 94.25 | 94.70 | 500,000 | 500,000 | 500,000 | 500,000 | 472,780 | 475,045 | 100.00% | 100.00% |
24/02/2021 | 0.48% | 94.85 | 95.35 | 500,000 | 500,000 | 500,000 | 500,000 | 470,414 | 472,679 | 100.00% | 100.00% |
22/02/2021 | 0.49% | 92.95 | 93.40 | 500,000 | 500,000 | 500,000 | 500,000 | 461,364 | 463,614 | 100.00% | 100.00% |
19/02/2021 | 0.48% | 92.55 | 93.00 | 500,000 | 500,000 | 500,000 | 500,000 | 463,533 | 465,783 | 99.88% | 99.88% |
18/02/2021 | 0.48% | 92.80 | 93.25 | 500,000 | 500,000 | 500,000 | 500,000 | 467,876 | 470,126 | 100.00% | 100.00% |