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 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2021 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 97.62% |
17/03/2021 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 73.51% |
16/03/2021 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 96.74% |
15/03/2021 | - | - | 0.02 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 94.06% |
12/03/2021 | 95.30% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,829 | 5,000 | 34.98% | 99.83% |
11/03/2021 | 87.29% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 2,185 | 5,245 | 98.64% | 99.65% |
10/03/2021 | 103.64% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,633 | 5,000 | 75.23% | 100.00% |
09/03/2021 | 92.44% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 1,921 | 5,037 | 87.91% | 98.96% |