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 | 3.05% | 0.95 | 0.98 | 50,000 | 50,000 | 50,000 | 50,000 | 48,410 | 49,910 | 98.87% | 98.87% |
18/03/2021 | 2.21% | 1.10 | 1.12 | 210,000 | 210,000 | 111,846 | 111,846 | 124,334 | 126,839 | 99.15% | 99.15% |
17/03/2021 | 2.55% | 0.98 | 1.00 | 210,000 | 210,000 | 112,353 | 112,353 | 112,747 | 115,260 | 98.51% | 98.51% |
16/03/2021 | 1.88% | 1.27 | 1.29 | 210,000 | 210,000 | 112,010 | 112,010 | 148,061 | 150,569 | 99.15% | 99.15% |
15/03/2021 | 2.00% | 1.33 | 1.35 | 220,000 | 220,000 | 114,891 | 114,891 | 147,633 | 150,199 | 98.83% | 98.83% |
12/03/2021 | 2.26% | 1.14 | 1.16 | 220,000 | 220,000 | 101,556 | 101,556 | 114,030 | 116,329 | 98.23% | 98.23% |
11/03/2021 | 1.39% | 1.28 | 1.30 | 240,000 | 240,000 | 108,577 | 108,577 | 139,369 | 141,329 | 98.69% | 98.69% |
10/03/2021 | 1.28% | 1.26 | 1.27 | 230,000 | 230,000 | 106,547 | 106,547 | 132,598 | 133,930 | 98.68% | 98.68% |
09/03/2021 | 2.32% | 0.79 | 0.80 | 370,000 | 370,000 | 170,714 | 170,714 | 108,690 | 110,679 | 98.46% | 98.46% |