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 | 7.10% | 0.14 | 0.14 | 90,000 | 90,000 | 90,000 | 90,000 | 12,235 | 13,135 | 100.00% | 100.00% |
18/03/2021 | 6.48% | 0.14 | 0.16 | 90,000 | 90,000 | 90,000 | 90,000 | 13,460 | 14,360 | 100.00% | 100.00% |
17/03/2021 | 5.65% | 0.16 | 0.17 | 90,000 | 90,000 | 90,000 | 90,000 | 15,618 | 16,518 | 100.00% | 100.00% |
16/03/2021 | 4.41% | 0.23 | 0.24 | 90,000 | 90,000 | 90,000 | 90,000 | 19,954 | 20,854 | 99.90% | 99.90% |
15/03/2021 | 4.29% | 0.23 | 0.24 | 90,000 | 90,000 | 90,000 | 90,000 | 20,550 | 21,450 | 99.90% | 99.90% |
12/03/2021 | 5.07% | 0.21 | 0.22 | 90,000 | 90,000 | 90,000 | 90,000 | 17,322 | 18,222 | 99.56% | 99.56% |
11/03/2021 | 5.37% | 0.19 | 0.20 | 90,000 | 90,000 | 90,000 | 90,000 | 16,318 | 17,218 | 100.00% | 100.00% |
10/03/2021 | 5.16% | 0.19 | 0.20 | 90,000 | 90,000 | 90,000 | 90,000 | 17,014 | 17,914 | 100.00% | 100.00% |
09/03/2021 | 5.42% | 0.19 | 0.20 | 90,000 | 90,000 | 90,000 | 90,000 | 16,190 | 17,090 | 100.00% | 100.00% |