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 | 5.01% | 0.39 | 0.41 | 130,000 | 50,000 | 130,707 | 50,000 | 50,906 | 20,476 | 100.00% | 100.00% |
18/03/2021 | 4.56% | 0.43 | 0.45 | 120,000 | 50,000 | 120,568 | 50,000 | 51,735 | 22,477 | 99.71% | 99.71% |
17/03/2021 | 4.18% | 0.44 | 0.46 | 120,000 | 50,000 | 111,177 | 50,000 | 52,019 | 24,439 | 100.00% | 100.00% |
16/03/2021 | 3.85% | 0.49 | 0.51 | 110,000 | 50,000 | 102,418 | 50,000 | 52,150 | 26,497 | 100.00% | 100.00% |
15/03/2021 | 3.37% | 0.54 | 0.56 | 100,000 | 50,000 | 91,995 | 50,000 | 53,703 | 30,231 | 100.00% | 100.00% |
12/03/2021 | 3.33% | 0.59 | 0.61 | 90,000 | 50,000 | 90,000 | 50,000 | 53,092 | 30,496 | 100.00% | 100.00% |
11/03/2021 | 3.23% | 0.62 | 0.64 | 90,000 | 50,000 | 89,738 | 50,000 | 54,743 | 31,504 | 100.00% | 100.00% |
10/03/2021 | 3.38% | 0.60 | 0.62 | 90,000 | 50,000 | 90,425 | 50,000 | 52,543 | 30,060 | 86.66% | 86.66% |
09/03/2021 | 3.44% | 0.59 | 0.61 | 90,000 | 50,000 | 90,804 | 50,000 | 51,957 | 29,624 | 100.00% | 100.00% |