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 | 2.26% | 0.46 | 0.49 | 270,000 | 270,000 | 270,000 | 270,000 | 145,506 | 148,756 | 100.00% | 100.00% |
17/03/2021 | 1.44% | 0.69 | 0.70 | 260,000 | 260,000 | 260,000 | 260,000 | 179,166 | 181,766 | 99.54% | 99.54% |
16/03/2021 | 1.61% | 0.63 | 0.64 | 260,000 | 260,000 | 260,000 | 260,000 | 159,878 | 162,478 | 100.00% | 100.00% |
15/03/2021 | 1.32% | 0.78 | 0.79 | 260,000 | 260,000 | 260,000 | 260,000 | 196,010 | 198,610 | 99.93% | 99.93% |
12/03/2021 | 1.25% | 0.82 | 0.83 | 260,000 | 260,000 | 260,000 | 260,000 | 207,097 | 209,697 | 97.54% | 97.54% |
11/03/2021 | 1.34% | 0.74 | 0.75 | 260,000 | 260,000 | 260,000 | 260,000 | 193,368 | 195,968 | 100.00% | 100.00% |
10/03/2021 | 1.35% | 0.68 | 0.69 | 260,000 | 260,000 | 260,000 | 260,000 | 192,181 | 194,781 | 99.98% | 99.98% |
09/03/2021 | 1.15% | 0.80 | 0.81 | 260,000 | 260,000 | 260,000 | 260,000 | 226,097 | 228,697 | 100.00% | 100.00% |