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 | 41.22% | 0.05 | 0.06 | 280,000 | 280,000 | 280,000 | 280,000 | 5,713 | 8,513 | 99.05% | 99.05% |
20/05/2021 | 32.22% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 10,819 | 14,819 | 99.92% | 99.92% |
19/05/2021 | 35.68% | 0.02 | 0.03 | 370,000 | 370,000 | 370,000 | 370,000 | 9,545 | 13,245 | 99.99% | 99.99% |
18/05/2021 | 24.31% | 0.03 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 14,726 | 18,726 | 100.00% | 100.00% |
17/05/2021 | 26.53% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 13,168 | 17,168 | 100.00% | 100.00% |
14/05/2021 | 30.20% | 0.03 | 0.04 | 400,000 | 400,000 | 400,000 | 400,000 | 11,347 | 15,347 | 100.00% | 100.00% |
12/05/2021 | 30.95% | 0.04 | 0.05 | 400,000 | 400,000 | 400,000 | 400,000 | 11,090 | 15,090 | 99.54% | 99.54% |
11/05/2021 | 32.56% | 0.03 | 0.04 | 360,000 | 360,000 | 360,000 | 360,000 | 9,334 | 12,934 | 99.95% | 99.95% |
10/05/2021 | 17.71% | 0.05 | 0.06 | 350,000 | 350,000 | 350,000 | 350,000 | 18,387 | 21,887 | 99.95% | 99.95% |