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 | - | - |
21/04/2021 | 7.83% | 0.05 | 0.11 | 500,000 | 50,000 | 411,996 | 50,000 | 50,527 | 6,737 | 72.26% | 92.22% |
20/04/2021 | 6.58% | 0.16 | 0.17 | 320,000 | 50,000 | 344,838 | 50,000 | 50,640 | 8,084 | 100.00% | 100.00% |
19/04/2021 | 5.14% | 0.24 | 0.25 | 210,000 | 50,000 | 267,727 | 50,000 | 50,644 | 10,203 | 100.00% | 100.00% |
16/04/2021 | 4.19% | 0.21 | 0.22 | 240,000 | 50,000 | 216,435 | 50,000 | 50,565 | 12,223 | 100.00% | 100.00% |
15/04/2021 | 3.14% | 0.30 | 0.31 | 170,000 | 50,000 | 165,619 | 50,000 | 51,901 | 16,204 | 15.64% | 15.64% |
14/04/2021 | 3.33% | 0.34 | 0.35 | 150,000 | 50,000 | 168,062 | 50,000 | 51,464 | 15,958 | 61.83% | 61.83% |
13/04/2021 | 5.44% | 0.28 | 0.30 | 180,000 | 50,000 | 278,700 | 50,000 | 50,649 | 10,110 | 91.07% | 91.07% |
12/04/2021 | 6.60% | 0.18 | 0.19 | 280,000 | 50,000 | 345,362 | 50,000 | 50,616 | 7,945 | 85.43% | 85.43% |
09/04/2021 | 8.79% | 0.10 | 0.11 | 500,000 | 50,000 | 463,147 | 50,000 | 50,401 | 5,967 | 52.93% | 100.00% |