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 | - | - |
08/03/2021 | 1.51% | 0.31 | 0.32 | 500,000 | 500,000 | 499,998 | 499,965 | 393,397 | 398,388 | 94.53% | 94.53% |
05/03/2021 | 0.87% | 1.19 | 1.20 | 500,000 | 500,000 | 499,997 | 499,999 | 574,484 | 579,485 | 97.26% | 97.26% |
04/03/2021 | 0.96% | 1.03 | 1.04 | 500,000 | 500,000 | 500,000 | 499,999 | 519,669 | 524,668 | 99.86% | 99.86% |
03/03/2021 | 1.22% | 0.96 | 0.97 | 500,000 | 500,000 | 499,992 | 499,992 | 416,083 | 421,083 | 100.00% | 100.00% |
02/03/2021 | 1.04% | 0.96 | 0.97 | 500,000 | 500,000 | 499,998 | 499,984 | 482,481 | 487,468 | 99.83% | 99.83% |
01/03/2021 | 0.82% | 1.05 | 1.06 | 500,000 | 500,000 | 500,000 | 499,995 | 611,259 | 616,252 | 100.00% | 100.00% |
26/02/2021 | 0.67% | 1.50 | 1.51 | 500,000 | 500,000 | 499,999 | 499,988 | 742,435 | 747,419 | 99.24% | 99.24% |
25/02/2021 | 0.83% | 1.27 | 1.28 | 500,000 | 500,000 | 500,000 | 500,000 | 599,853 | 604,853 | 100.00% | 100.00% |
24/02/2021 | 0.82% | 1.15 | 1.16 | 495,000 | 500,000 | 499,991 | 499,998 | 611,380 | 616,389 | 100.00% | 100.00% |