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 | - | - |
22/02/2021 | 0.50% | 99.90 | 100.40 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 | 502,000 | 99.86% | 99.86% |
19/02/2021 | 0.50% | 99.90 | 100.40 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 | 502,000 | 99.86% | 99.86% |
18/02/2021 | 0.50% | 99.95 | 100.45 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,500 | 502,250 | 99.86% | 99.86% |
17/02/2021 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 99.86% | 99.86% |
16/02/2021 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 99.86% | 99.86% |
15/02/2021 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 99.86% | 99.86% |
12/02/2021 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 95.55% | 95.55% |
11/02/2021 | 0.50% | 100.00 | 100.50 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 | 99.86% | 99.86% |
10/02/2021 | 0.50% | 100.10 | 100.60 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,000 | 503,000 | 99.86% | 99.86% |