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 | - | - |
31/05/2021 | 3.02% | 0.41 | 0.42 | 500,000 | 500,000 | 499,843 | 499,444 | 163,491 | 168,360 | 85.22% | 85.22% |
28/05/2021 | 4.26% | 0.24 | 0.26 | 500,000 | 500,000 | 499,840 | 499,887 | 135,896 | 141,513 | 99.65% | 99.65% |
27/05/2021 | 2.27% | 0.39 | 0.40 | 500,000 | 500,000 | 499,966 | 499,775 | 223,699 | 228,618 | 98.39% | 98.39% |
26/05/2021 | 2.71% | 0.39 | 0.40 | 500,000 | 500,000 | 499,758 | 499,921 | 184,941 | 189,987 | 98.87% | 98.87% |
25/05/2021 | 5.21% | 0.28 | 0.29 | 500,000 | 500,000 | 499,923 | 499,970 | 99,195 | 104,221 | 99.45% | 99.45% |
21/05/2021 | 2.15% | 0.41 | 0.42 | 476,700 | 500,000 | 499,913 | 499,905 | 232,671 | 237,663 | 99.84% | 99.84% |
20/05/2021 | 1.14% | 0.70 | 0.71 | 500,000 | 500,000 | 499,983 | 499,969 | 446,110 | 451,092 | 100.00% | 100.00% |
19/05/2021 | 0.95% | 1.08 | 1.09 | 500,000 | 490,000 | 499,954 | 499,959 | 533,409 | 538,417 | 99.58% | 99.58% |
18/05/2021 | 2.31% | 0.51 | 0.52 | 500,000 | 500,000 | 499,997 | 499,913 | 220,551 | 225,510 | 99.04% | 99.04% |