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 | 3.40% | 0.30 | 0.31 | 170,000 | 50,000 | 172,662 | 50,000 | 51,524 | 15,616 | 85.02% | 85.02% |
20/04/2021 | 2.28% | 0.35 | 0.36 | 150,000 | 50,000 | 115,650 | 50,000 | 51,769 | 23,176 | 100.00% | 100.00% |
19/04/2021 | 1.98% | 0.54 | 0.55 | 100,000 | 50,000 | 97,272 | 50,000 | 53,044 | 27,859 | 99.94% | 99.94% |
16/04/2021 | 2.53% | 0.56 | 0.58 | 90,000 | 50,000 | 92,509 | 50,000 | 51,484 | 28,565 | 99.85% | 99.85% |
15/04/2021 | 1.96% | 0.50 | 0.51 | 100,000 | 50,000 | 102,854 | 50,000 | 52,006 | 25,806 | 100.00% | 100.00% |
14/04/2021 | 2.10% | 0.51 | 0.52 | 100,000 | 50,000 | 110,676 | 50,000 | 52,239 | 24,142 | 100.00% | 100.00% |
13/04/2021 | 1.94% | 0.47 | 0.48 | 110,000 | 50,000 | 102,034 | 50,000 | 52,109 | 26,094 | 99.81% | 99.81% |
12/04/2021 | 1.85% | 0.51 | 0.52 | 100,000 | 50,000 | 99,091 | 50,000 | 53,095 | 27,303 | 100.00% | 100.00% |
09/04/2021 | 2.07% | 0.53 | 0.54 | 100,000 | 50,000 | 96,956 | 50,000 | 52,737 | 27,795 | 100.00% | 100.00% |