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 | - | - |
20/05/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 137,345 | 27,469 | 137,070 | 27,524 | 99.30% | 99.30% |
19/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 147,922 | 29,584 | 147,774 | 29,673 | 97.17% | 97.17% |
18/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,144 | 29,629 | 147,996 | 29,718 | 100.00% | 100.00% |
17/05/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,169 | 29,634 | 148,021 | 29,723 | 100.00% | 100.00% |
14/05/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 148,253 | 29,651 | 148,253 | 29,769 | 99.97% | 99.97% |
12/05/2021 | 0.40% | 100.00 | 100.40 | 500,000 | 100,000 | 148,588 | 29,718 | 148,588 | 29,837 | 99.67% | 99.67% |
11/05/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 148,198 | 29,640 | 148,346 | 29,788 | 100.00% | 100.00% |
10/05/2021 | 0.40% | 100.10 | 100.50 | 500,000 | 100,000 | 148,166 | 29,633 | 148,314 | 29,781 | 100.00% | 100.00% |
07/05/2021 | 0.40% | 100.20 | 100.60 | 500,000 | 100,000 | 148,173 | 29,635 | 148,469 | 29,812 | 100.00% | 100.00% |