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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/03/2021 | 0.64% | 1.64 | 1.65 | 250,000 | 250,000 | 250,000 | 250,000 | 391,484 | 393,984 | 99.91% | 99.91% |
17/03/2021 | 0.70% | 1.42 | 1.43 | 250,000 | 250,000 | 250,000 | 250,000 | 355,268 | 357,768 | 99.54% | 99.54% |
16/03/2021 | 0.67% | 1.47 | 1.48 | 250,000 | 250,000 | 250,000 | 250,000 | 372,709 | 375,209 | 99.94% | 99.94% |
15/03/2021 | 0.73% | 1.34 | 1.35 | 250,000 | 250,000 | 250,000 | 250,000 | 339,463 | 341,963 | 100.00% | 100.00% |
12/03/2021 | 0.75% | 1.30 | 1.31 | 250,000 | 250,000 | 250,000 | 250,000 | 330,559 | 333,059 | 97.53% | 97.53% |
11/03/2021 | 0.73% | 1.38 | 1.39 | 250,000 | 250,000 | 250,000 | 250,000 | 343,564 | 346,064 | 100.00% | 100.00% |
10/03/2021 | 0.72% | 1.43 | 1.44 | 250,000 | 250,000 | 250,000 | 250,000 | 344,349 | 346,849 | 100.00% | 100.00% |
09/03/2021 | 0.80% | 1.31 | 1.32 | 250,000 | 250,000 | 250,000 | 250,000 | 311,750 | 314,250 | 100.00% | 100.00% |