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 | 1.09% | 1.81 | 1.83 | 450,000 | 75,000 | 450,000 | 75,000 | 819,747 | 138,124 | 100.00% | 100.00% |
18/03/2021 | 1.10% | 1.83 | 1.85 | 450,000 | 75,000 | 449,998 | 75,000 | 816,864 | 137,645 | 100.00% | 100.00% |
17/03/2021 | 1.10% | 1.78 | 1.80 | 450,000 | 75,000 | 450,000 | 75,000 | 816,597 | 137,599 | 100.00% | 100.00% |
16/03/2021 | 1.06% | 1.88 | 1.90 | 450,000 | 75,000 | 450,000 | 103,899 | 844,676 | 196,985 | 99.89% | 99.89% |
15/03/2021 | 1.09% | 1.83 | 1.85 | 450,000 | 150,000 | 450,000 | 150,000 | 820,883 | 276,628 | 99.93% | 99.93% |
12/03/2021 | 1.16% | 1.74 | 1.76 | 450,000 | 150,000 | 450,000 | 150,000 | 772,146 | 260,382 | 100.00% | 100.00% |
11/03/2021 | 1.10% | 1.84 | 1.86 | 450,000 | 150,000 | 450,000 | 150,000 | 817,393 | 275,464 | 100.00% | 100.00% |
10/03/2021 | 1.09% | 1.78 | 1.80 | 450,000 | 150,000 | 450,000 | 150,000 | 824,605 | 277,868 | 99.82% | 99.82% |
09/03/2021 | 1.06% | 1.94 | 1.96 | 450,000 | 150,000 | 450,000 | 150,000 | 845,466 | 284,822 | 100.00% | 100.00% |