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 | - | - |
16/08/2021 | 15.85% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 11,643 | 13,643 | 52.09% | 52.09% |
13/08/2021 | 14.97% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 12,379 | 14,379 | 100.00% | 100.00% |
12/08/2021 | 14.09% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 13,216 | 15,216 | 100.00% | 100.00% |
11/08/2021 | 10.30% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 18,527 | 20,527 | 100.00% | 100.00% |
10/08/2021 | 10.15% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 18,710 | 20,710 | 100.00% | 100.00% |
09/08/2021 | 9.60% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 19,904 | 21,904 | 100.00% | 100.00% |
06/08/2021 | 8.40% | 0.12 | 0.13 | 200,000 | 200,000 | 200,000 | 200,000 | 22,838 | 24,838 | 100.00% | 100.00% |
05/08/2021 | 11.26% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 16,782 | 18,782 | 99.70% | 99.70% |
04/08/2021 | 11.75% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 16,052 | 18,052 | 100.00% | 100.00% |