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 | 1.38% | 0.73 | 0.74 | 400,000 | 400,000 | 400,000 | 400,000 | 287,683 | 291,683 | 99.00% | 99.00% |
20/05/2021 | 1.40% | 0.72 | 0.73 | 400,000 | 400,000 | 400,000 | 400,000 | 283,005 | 287,005 | 97.76% | 97.76% |
19/05/2021 | 1.48% | 0.68 | 0.69 | 410,000 | 410,000 | 410,000 | 410,000 | 275,557 | 279,657 | 98.88% | 98.88% |
18/05/2021 | 1.47% | 0.67 | 0.68 | 410,000 | 410,000 | 410,000 | 410,000 | 276,175 | 280,275 | 99.12% | 99.12% |
17/05/2021 | 1.48% | 0.68 | 0.69 | 410,000 | 410,000 | 410,000 | 410,000 | 275,101 | 279,201 | 99.52% | 99.52% |
14/05/2021 | 1.50% | 0.65 | 0.66 | 410,000 | 410,000 | 410,000 | 410,000 | 271,585 | 275,685 | 99.40% | 99.40% |
12/05/2021 | 1.56% | 0.64 | 0.65 | 410,000 | 410,000 | 410,000 | 410,000 | 261,031 | 265,131 | 98.57% | 98.57% |
11/05/2021 | 1.62% | 0.61 | 0.62 | 410,000 | 410,000 | 410,000 | 410,000 | 251,477 | 255,577 | 99.51% | 99.51% |
10/05/2021 | 1.59% | 0.65 | 0.66 | 410,000 | 410,000 | 410,000 | 410,000 | 256,482 | 260,582 | 98.90% | 98.90% |