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 | 5.40% | 0.22 | 0.23 | 110,000 | 110,000 | 110,000 | 110,000 | 20,293 | 21,393 | 44.24% | 44.24% |
18/03/2021 | 3.70% | 0.23 | 0.24 | 110,000 | 110,000 | 109,999 | 110,000 | 29,989 | 31,089 | 45.21% | 45.21% |
17/03/2021 | 3.71% | 0.31 | 0.32 | 120,000 | 120,000 | 120,000 | 120,000 | 32,004 | 33,204 | 60.95% | 60.95% |
16/03/2021 | 3.58% | 0.31 | 0.32 | 120,000 | 120,000 | 120,000 | 120,000 | 33,073 | 34,273 | 87.86% | 87.86% |
15/03/2021 | 3.12% | 0.31 | 0.32 | 120,000 | 120,000 | 120,000 | 120,000 | 38,013 | 39,213 | 94.87% | 94.87% |
12/03/2021 | 1.84% | 0.49 | 0.50 | 130,000 | 130,000 | 130,000 | 130,000 | 69,909 | 71,209 | 68.80% | 68.80% |
11/03/2021 | 2.92% | 0.40 | 0.41 | 130,000 | 130,000 | 129,861 | 129,861 | 44,206 | 45,505 | 99.08% | 99.08% |
10/03/2021 | 2.10% | 0.45 | 0.46 | 130,000 | 130,000 | 130,000 | 130,000 | 61,546 | 62,846 | 98.56% | 98.56% |
09/03/2021 | 1.83% | 0.48 | 0.49 | 110,000 | 110,000 | 110,000 | 110,000 | 60,168 | 61,268 | 99.39% | 99.39% |