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 | 2.41% | 0.36 | 0.37 | 750,000 | 100,000 | 750,000 | 100,000 | 313,529 | 42,804 | 99.36% | 99.36% |
20/04/2021 | 2.11% | 0.56 | 0.57 | 750,000 | 100,000 | 750,000 | 100,000 | 354,714 | 48,295 | 99.33% | 99.33% |
19/04/2021 | 2.71% | 0.40 | 0.41 | 750,000 | 100,000 | 750,000 | 100,000 | 274,594 | 37,613 | 99.27% | 99.27% |
16/04/2021 | 2.22% | 0.36 | 0.37 | 750,000 | 100,000 | 750,000 | 100,000 | 337,656 | 46,021 | 99.34% | 99.34% |
15/04/2021 | 1.76% | 0.51 | 0.52 | 750,000 | 100,000 | 750,000 | 100,000 | 422,611 | 57,348 | 99.37% | 99.37% |
14/04/2021 | 1.76% | 0.56 | 0.57 | 750,000 | 100,000 | 750,000 | 100,000 | 422,699 | 57,360 | 99.36% | 99.36% |
13/04/2021 | 1.31% | 0.74 | 0.75 | 750,000 | 100,000 | 750,000 | 100,000 | 568,504 | 76,801 | 99.32% | 99.32% |
12/04/2021 | 1.20% | 0.80 | 0.81 | 750,000 | 100,000 | 750,000 | 100,000 | 619,529 | 83,604 | 99.25% | 99.25% |
09/04/2021 | 1.24% | 0.83 | 0.84 | 750,000 | 100,000 | 750,000 | 100,000 | 602,099 | 81,280 | 99.36% | 99.36% |