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 | - | - | 0.02 | 0 | 80,000 | 0 | 0 | 0 | 0 | 0.00% | 98.87% |
18/03/2021 | 125.93% | 0.01 | 0.02 | 400,000 | 400,000 | 400,000 | 400,000 | 2,000 | 8,800 | 8.02% | 99.09% |
17/03/2021 | 125.93% | 0.01 | 0.02 | 400,000 | 400,000 | 192,359 | 192,359 | 962 | 4,232 | 92.65% | 98.51% |
16/03/2021 | 60.81% | 0.01 | 0.02 | 400,000 | 400,000 | 204,011 | 204,011 | 2,476 | 4,913 | 99.15% | 99.15% |
15/03/2021 | 32.46% | 0.03 | 0.04 | 400,000 | 400,000 | 203,054 | 203,054 | 6,199 | 8,230 | 98.81% | 98.81% |
12/03/2021 | 26.39% | 0.03 | 0.04 | 400,000 | 400,000 | 178,730 | 178,730 | 5,898 | 7,686 | 98.29% | 98.29% |
11/03/2021 | 11.65% | 0.08 | 0.09 | 400,000 | 400,000 | 179,192 | 179,192 | 13,754 | 15,545 | 98.69% | 98.69% |
10/03/2021 | 12.72% | 0.08 | 0.09 | 400,000 | 400,000 | 179,413 | 179,413 | 14,955 | 16,749 | 98.68% | 98.68% |
09/03/2021 | 30.84% | 0.04 | 0.05 | 400,000 | 400,000 | 179,752 | 179,752 | 5,338 | 7,136 | 98.47% | 98.47% |