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 | - | - |
19/03/2021 | 1.07% | 1.87 | 1.89 | 450,000 | 150,000 | 450,000 | 150,000 | 838,570 | 282,523 | 100.00% | 100.00% |
18/03/2021 | 1.07% | 1.92 | 1.94 | 450,000 | 150,000 | 450,000 | 150,000 | 833,759 | 280,920 | 99.99% | 99.99% |
17/03/2021 | 1.09% | 1.81 | 1.83 | 450,000 | 150,000 | 450,000 | 150,000 | 820,760 | 276,587 | 100.00% | 100.00% |
16/03/2021 | 1.06% | 1.84 | 1.86 | 450,000 | 150,000 | 449,999 | 150,000 | 842,087 | 283,696 | 99.98% | 99.98% |
15/03/2021 | 1.05% | 1.89 | 1.91 | 450,000 | 150,000 | 450,000 | 150,000 | 855,871 | 288,290 | 99.91% | 99.91% |
12/03/2021 | 1.09% | 1.86 | 1.88 | 450,000 | 150,000 | 450,000 | 150,000 | 821,452 | 276,817 | 100.00% | 100.00% |
11/03/2021 | 1.12% | 1.79 | 1.81 | 450,000 | 150,000 | 450,000 | 150,000 | 801,068 | 270,023 | 100.00% | 100.00% |
10/03/2021 | 1.07% | 1.83 | 1.85 | 450,000 | 150,000 | 450,000 | 150,000 | 840,358 | 283,119 | 100.00% | 100.00% |
09/03/2021 | 1.05% | 1.90 | 1.92 | 450,000 | 150,000 | 450,000 | 150,000 | 851,924 | 286,975 | 100.00% | 100.00% |