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 | - | - |
17/03/2021 | 1.91% | 0.52 | 0.53 | 250,000 | 250,000 | 250,000 | 250,000 | 130,083 | 132,583 | 99.54% | 99.54% |
16/03/2021 | 2.19% | 0.47 | 0.48 | 250,000 | 250,000 | 250,000 | 250,000 | 113,333 | 115,833 | 100.00% | 100.00% |
15/03/2021 | 1.68% | 0.61 | 0.62 | 250,000 | 250,000 | 250,000 | 250,000 | 147,531 | 150,031 | 100.00% | 100.00% |
12/03/2021 | 1.56% | 0.66 | 0.67 | 250,000 | 250,000 | 250,000 | 250,000 | 159,060 | 161,560 | 97.55% | 97.55% |
11/03/2021 | 1.69% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 146,462 | 148,962 | 100.00% | 100.00% |
10/03/2021 | 1.72% | 0.53 | 0.54 | 250,000 | 250,000 | 250,000 | 250,000 | 145,710 | 148,210 | 100.00% | 100.00% |
09/03/2021 | 1.40% | 0.65 | 0.66 | 250,000 | 250,000 | 250,000 | 250,000 | 177,994 | 180,494 | 100.00% | 100.00% |
08/03/2021 | 1.16% | 0.72 | 0.73 | 250,000 | 250,000 | 250,000 | 250,000 | 215,978 | 218,478 | 99.48% | 99.48% |
05/03/2021 | 0.97% | 1.08 | 1.09 | 250,000 | 250,000 | 250,000 | 250,000 | 256,929 | 259,430 | 100.00% | 100.00% |