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 | 1.07% | 0.98 | 0.99 | 500,000 | 500,000 | 499,995 | 499,998 | 469,369 | 474,371 | 97.26% | 97.26% |
04/03/2021 | 1.21% | 0.82 | 0.83 | 500,000 | 500,000 | 499,997 | 499,997 | 414,188 | 419,188 | 99.86% | 99.86% |
03/03/2021 | 1.66% | 0.75 | 0.76 | 500,000 | 500,000 | 499,995 | 499,985 | 310,999 | 315,993 | 100.00% | 100.00% |
02/03/2021 | 1.32% | 0.75 | 0.76 | 500,000 | 500,000 | 499,996 | 499,989 | 377,699 | 382,694 | 99.83% | 99.83% |
01/03/2021 | 0.99% | 0.84 | 0.85 | 500,000 | 500,000 | 500,000 | 499,991 | 506,805 | 511,797 | 100.00% | 100.00% |
26/02/2021 | 0.78% | 1.29 | 1.30 | 500,000 | 500,000 | 500,000 | 500,000 | 638,236 | 643,236 | 99.24% | 99.24% |
25/02/2021 | 1.01% | 1.06 | 1.07 | 500,000 | 500,000 | 499,999 | 500,000 | 494,767 | 499,768 | 100.00% | 100.00% |
24/02/2021 | 0.98% | 0.94 | 0.95 | 500,000 | 500,000 | 500,000 | 499,998 | 506,689 | 511,688 | 100.00% | 100.00% |
22/02/2021 | 0.90% | 1.00 | 1.01 | 500,000 | 500,000 | 500,000 | 500,000 | 552,445 | 557,445 | 97.65% | 97.65% |