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 | - | - |
16/04/2021 | 1.68% | 0.60 | 0.61 | 400,000 | 400,000 | 400,000 | 400,000 | 236,796 | 240,796 | 97.93% | 97.93% |
15/04/2021 | 1.70% | 0.60 | 0.61 | 400,000 | 400,000 | 400,000 | 400,000 | 232,966 | 236,966 | 98.97% | 98.97% |
14/04/2021 | 1.72% | 0.57 | 0.58 | 400,000 | 400,000 | 400,000 | 400,000 | 231,186 | 235,186 | 98.73% | 98.73% |
13/04/2021 | 1.63% | 0.58 | 0.59 | 410,000 | 410,000 | 410,000 | 410,000 | 248,988 | 253,088 | 98.43% | 98.43% |
12/04/2021 | 1.63% | 0.61 | 0.62 | 410,000 | 410,000 | 410,000 | 410,000 | 249,338 | 253,438 | 99.73% | 99.73% |
09/04/2021 | 1.58% | 0.63 | 0.64 | 410,000 | 410,000 | 410,000 | 410,000 | 257,065 | 261,165 | 99.14% | 99.14% |
08/04/2021 | 1.69% | 0.60 | 0.61 | 410,000 | 410,000 | 410,000 | 410,000 | 241,436 | 245,536 | 94.92% | 94.92% |
07/04/2021 | 1.80% | 0.56 | 0.57 | 410,000 | 410,000 | 410,000 | 410,000 | 226,337 | 230,437 | 99.94% | 99.94% |
06/04/2021 | 1.87% | 0.53 | 0.54 | 410,000 | 410,000 | 410,000 | 410,000 | 216,981 | 221,081 | 99.66% | 99.66% |