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 | - | - |
27/05/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 137,772 | 27,554 | 137,497 | 27,610 | 98.79% | 98.79% |
26/05/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,149 | 29,630 | 147,852 | 29,689 | 100.00% | 100.00% |
25/05/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,565 | 29,713 | 148,267 | 29,772 | 99.70% | 99.70% |
21/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,102 | 29,620 | 147,954 | 29,709 | 100.00% | 100.00% |
20/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,756 | 29,751 | 148,608 | 29,841 | 99.32% | 99.32% |
19/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,918 | 29,584 | 147,770 | 29,672 | 97.17% | 97.17% |
18/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,140 | 29,628 | 147,991 | 29,717 | 100.00% | 100.00% |
17/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,206 | 29,641 | 148,057 | 29,730 | 100.00% | 100.00% |
14/05/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 148,385 | 29,677 | 148,385 | 29,796 | 99.97% | 99.97% |