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 | - | - |
04/03/2021 | 1.28% | 0.62 | 0.63 | 90,000 | 50,000 | 68,916 | 50,000 | 53,525 | 39,643 | 100.00% | 100.00% |
03/03/2021 | 0.91% | 1.01 | 1.02 | 50,000 | 50,000 | 51,731 | 50,000 | 56,604 | 55,437 | 99.92% | 99.92% |
02/03/2021 | 0.77% | 1.28 | 1.29 | 50,000 | 50,000 | 50,000 | 50,000 | 64,929 | 65,429 | 100.00% | 100.00% |
01/03/2021 | 0.81% | 1.24 | 1.25 | 50,000 | 50,000 | 50,000 | 50,000 | 61,768 | 62,268 | 99.85% | 99.85% |
26/02/2021 | 0.71% | 1.24 | 1.25 | 50,000 | 50,000 | 50,000 | 50,000 | 70,142 | 70,642 | 100.00% | 100.00% |
25/02/2021 | 0.67% | 1.42 | 1.43 | 50,000 | 50,000 | 50,000 | 50,000 | 74,460 | 74,960 | 100.00% | 100.00% |
24/02/2021 | 0.63% | 1.61 | 1.62 | 50,000 | 50,000 | 50,000 | 50,000 | 78,701 | 79,201 | 99.30% | 99.30% |
22/02/2021 | 0.63% | 1.58 | 1.59 | 50,000 | 50,000 | 50,000 | 50,000 | 78,974 | 79,474 | 100.00% | 100.00% |
19/02/2021 | 0.57% | 1.75 | 1.76 | 50,000 | 50,000 | 50,000 | 50,000 | 86,797 | 87,297 | 100.00% | 100.00% |