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 | - | - | 0.03 | 0 | 160,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2021 | - | 0.01 | 0.03 | 40,000 | 160,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/03/2021 | 122.94% | 0.01 | 0.03 | 150,000 | 150,000 | 150,000 | 150,000 | 1,035 | 4,200 | 41.08% | 100.00% |
16/03/2021 | 37.07% | 0.03 | 0.04 | 140,000 | 140,000 | 140,000 | 140,000 | 3,116 | 4,518 | 99.90% | 99.90% |
15/03/2021 | 30.17% | 0.03 | 0.04 | 160,000 | 160,000 | 160,000 | 160,000 | 4,539 | 6,139 | 99.90% | 99.90% |
12/03/2021 | 53.96% | 0.03 | 0.04 | 160,000 | 160,000 | 160,000 | 160,000 | 2,661 | 4,591 | 99.56% | 99.56% |
11/03/2021 | 58.71% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 2,470 | 4,508 | 100.00% | 100.00% |
10/03/2021 | 42.09% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 3,208 | 4,883 | 100.00% | 100.00% |
09/03/2021 | 47.64% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 2,902 | 4,682 | 100.00% | 100.00% |