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 | 166.67% | 0.01 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 11,000 | 100.00% | 100.00% |
18/03/2021 | 164.63% | 0.01 | 0.06 | 400,000 | 400,000 | 257,327 | 257,327 | 1,433 | 14,153 | 91.71% | 99.18% |
17/03/2021 | 138.14% | 0.01 | 0.06 | 400,000 | 400,000 | 267,617 | 267,617 | 2,868 | 14,719 | 98.84% | 98.84% |
16/03/2021 | 154.29% | 0.01 | 0.06 | 400,000 | 400,000 | 267,934 | 267,934 | 2,251 | 14,736 | 99.03% | 99.03% |
15/03/2021 | 78.73% | 0.02 | 0.06 | 400,000 | 400,000 | 268,059 | 268,059 | 6,298 | 14,743 | 98.86% | 98.86% |
12/03/2021 | 18.48% | 0.05 | 0.06 | 400,000 | 400,000 | 243,746 | 243,746 | 12,565 | 15,211 | 97.21% | 97.21% |
11/03/2021 | 14.28% | 0.05 | 0.06 | 400,000 | 400,000 | 242,145 | 242,145 | 15,442 | 17,864 | 98.74% | 98.74% |
10/03/2021 | 7.47% | 0.09 | 0.10 | 400,000 | 400,000 | 242,452 | 242,452 | 30,594 | 33,019 | 98.92% | 98.92% |
09/03/2021 | 4.63% | 0.15 | 0.16 | 400,000 | 400,000 | 242,595 | 242,595 | 50,210 | 52,636 | 99.00% | 99.00% |