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 | - | - |
19/02/2021 | 0.62% | 1.68 | 1.69 | 510,000 | 510,000 | 510,000 | 510,000 | 825,796 | 830,896 | 99.89% | 99.89% |
18/02/2021 | 0.64% | 1.51 | 1.52 | 510,000 | 510,000 | 510,000 | 510,000 | 790,919 | 796,019 | 92.36% | 92.36% |
17/02/2021 | 0.59% | 1.54 | 1.55 | 520,000 | 520,000 | 520,000 | 520,000 | 873,649 | 878,849 | 98.55% | 98.55% |
16/02/2021 | 0.51% | 1.90 | 1.91 | 510,000 | 510,000 | 510,000 | 510,000 | 993,052 | 998,152 | 91.15% | 91.15% |
15/02/2021 | 0.51% | 2.00 | 2.01 | 530,000 | 530,000 | 530,000 | 530,000 | 1,036,910 | 1,042,210 | 95.03% | 95.03% |
12/02/2021 | 0.58% | 1.83 | 1.84 | 540,000 | 540,000 | 540,000 | 540,000 | 928,733 | 934,133 | 93.01% | 93.01% |
11/02/2021 | 0.56% | 1.84 | 1.85 | 560,000 | 560,000 | 560,000 | 560,000 | 1,001,680 | 1,007,280 | 93.16% | 93.16% |
10/02/2021 | 0.56% | 1.73 | 1.74 | 550,000 | 550,000 | 550,000 | 550,000 | 979,290 | 984,790 | 92.86% | 92.86% |
09/02/2021 | 0.56% | 1.78 | 1.79 | 550,000 | 550,000 | 550,000 | 550,000 | 984,540 | 990,040 | 87.34% | 87.34% |