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 | - | - |
21/05/2021 | 3.34% | 0.25 | 0.26 | 250,000 | 250,000 | 249,987 | 249,814 | 75,751 | 78,197 | 100.00% | 100.00% |
20/05/2021 | 2.10% | 0.40 | 0.41 | 250,000 | 250,000 | 250,000 | 249,954 | 118,597 | 121,079 | 100.00% | 100.00% |
19/05/2021 | 1.72% | 0.57 | 0.58 | 250,000 | 250,000 | 249,982 | 249,965 | 145,185 | 147,675 | 100.00% | 100.00% |
18/05/2021 | 2.54% | 0.40 | 0.41 | 250,000 | 250,000 | 249,998 | 249,997 | 97,612 | 100,112 | 99.92% | 99.92% |
17/05/2021 | 2.34% | 0.39 | 0.40 | 250,000 | 250,000 | 250,000 | 249,960 | 106,168 | 108,653 | 100.00% | 100.00% |
14/05/2021 | 1.96% | 0.45 | 0.46 | 250,000 | 250,000 | 249,984 | 249,961 | 126,256 | 128,743 | 99.91% | 99.91% |
12/05/2021 | 1.60% | 0.58 | 0.59 | 250,000 | 250,000 | 249,962 | 249,959 | 155,650 | 158,148 | 99.48% | 99.48% |
11/05/2021 | 1.35% | 0.74 | 0.75 | 250,000 | 250,000 | 249,994 | 249,998 | 184,546 | 187,048 | 99.95% | 99.95% |
10/05/2021 | 2.22% | 0.47 | 0.48 | 250,000 | 250,000 | 249,938 | 249,999 | 112,001 | 114,526 | 99.91% | 99.91% |