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 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/03/2021 | 134.69% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 1,105 | 5,600 | 15.86% | 100.00% |
17/03/2021 | 73.53% | 0.02 | 0.04 | 200,000 | 200,000 | 200,000 | 200,000 | 3,012 | 6,261 | 99.43% | 99.43% |
16/03/2021 | 42.54% | 0.04 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 5,660 | 8,660 | 99.90% | 99.90% |
15/03/2021 | 36.85% | 0.04 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 6,963 | 9,974 | 94.16% | 99.92% |
12/03/2021 | 94.74% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 | 5,600 | 99.56% | 99.56% |
11/03/2021 | 94.62% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,004 | 5,602 | 100.00% | 100.00% |
10/03/2021 | 69.86% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,886 | 5,954 | 100.00% | 100.00% |
09/03/2021 | 85.25% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 2,338 | 5,735 | 100.00% | 100.00% |