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 | 1.60% | 0.63 | 0.64 | 400,000 | 400,000 | 400,000 | 400,000 | 247,669 | 251,669 | 98.14% | 98.14% |
20/05/2021 | 1.63% | 0.62 | 0.63 | 410,000 | 410,000 | 410,000 | 410,000 | 249,054 | 253,154 | 98.24% | 98.24% |
19/05/2021 | 1.73% | 0.58 | 0.59 | 410,000 | 410,000 | 410,000 | 410,000 | 234,557 | 238,657 | 98.61% | 98.61% |
18/05/2021 | 1.73% | 0.57 | 0.58 | 410,000 | 410,000 | 410,000 | 410,000 | 235,212 | 239,312 | 98.61% | 98.61% |
17/05/2021 | 1.73% | 0.58 | 0.59 | 410,000 | 410,000 | 410,000 | 410,000 | 234,419 | 238,519 | 99.67% | 99.67% |
14/05/2021 | 1.76% | 0.55 | 0.56 | 410,000 | 410,000 | 410,000 | 410,000 | 230,915 | 235,015 | 99.58% | 99.58% |
12/05/2021 | 1.84% | 0.54 | 0.55 | 420,000 | 420,000 | 420,000 | 420,000 | 225,895 | 230,095 | 98.68% | 98.68% |
11/05/2021 | 1.93% | 0.51 | 0.52 | 410,000 | 410,000 | 410,000 | 410,000 | 210,879 | 214,979 | 99.82% | 99.82% |
10/05/2021 | 1.88% | 0.55 | 0.56 | 410,000 | 410,000 | 410,000 | 410,000 | 216,007 | 220,107 | 98.92% | 98.92% |