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 | - | - |
02/08/2021 | - | 0.03 | 0.05 | 40,000 | 40,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/07/2021 | 17.22% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 10,748 | 12,748 | 100.00% | 100.00% |
29/07/2021 | 17.98% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 10,191 | 12,191 | 100.00% | 100.00% |
28/07/2021 | 10.98% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 17,229 | 19,229 | 100.00% | 100.00% |
27/07/2021 | 9.86% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 19,286 | 21,286 | 100.00% | 100.00% |
26/07/2021 | 9.91% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 19,250 | 21,250 | 100.00% | 100.00% |
23/07/2021 | 11.44% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 16,582 | 18,582 | 100.00% | 100.00% |
22/07/2021 | 12.20% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 15,434 | 17,434 | 100.00% | 100.00% |
21/07/2021 | 9.04% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 21,147 | 23,147 | 100.00% | 100.00% |