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 | - | - |
05/03/2021 | 1.39% | 0.77 | 0.78 | 500,000 | 500,000 | 499,954 | 499,966 | 361,764 | 366,773 | 97.27% | 97.27% |
04/03/2021 | 1.63% | 0.60 | 0.61 | 500,000 | 500,000 | 499,998 | 499,992 | 306,166 | 311,162 | 99.86% | 99.86% |
03/03/2021 | 2.66% | 0.54 | 0.55 | 500,000 | 500,000 | 499,949 | 499,944 | 203,296 | 208,301 | 100.00% | 100.00% |
02/03/2021 | 1.86% | 0.54 | 0.55 | 500,000 | 500,000 | 499,966 | 499,947 | 270,474 | 275,460 | 99.75% | 99.75% |
01/03/2021 | 1.25% | 0.63 | 0.64 | 500,000 | 500,000 | 499,995 | 499,998 | 399,968 | 404,971 | 100.00% | 100.00% |
26/02/2021 | 0.94% | 1.08 | 1.09 | 500,000 | 500,000 | 500,000 | 499,993 | 531,485 | 536,478 | 99.24% | 99.24% |
25/02/2021 | 1.29% | 0.85 | 0.86 | 500,000 | 500,000 | 499,997 | 499,996 | 387,222 | 392,222 | 100.00% | 100.00% |
24/02/2021 | 1.25% | 0.72 | 0.73 | 500,000 | 500,000 | 500,000 | 499,914 | 399,485 | 404,422 | 100.00% | 100.00% |
22/02/2021 | 1.12% | 0.78 | 0.79 | 500,000 | 500,000 | 499,999 | 499,960 | 446,475 | 451,439 | 97.65% | 97.65% |