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 | - | - |
31/08/2021 | - | 0.02 | 0.04 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/08/2021 | 12.50% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 15,000 | 17,000 | 0.23% | 0.23% |
27/08/2021 | 11.20% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 16,923 | 18,923 | 100.00% | 100.00% |
26/08/2021 | 10.35% | 0.10 | 0.11 | 200,000 | 200,000 | 200,000 | 200,000 | 18,345 | 20,345 | 100.00% | 100.00% |
25/08/2021 | 12.20% | 0.09 | 0.10 | 200,000 | 200,000 | 200,000 | 200,000 | 15,484 | 17,484 | 100.00% | 100.00% |
24/08/2021 | 12.93% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 14,522 | 16,522 | 100.00% | 100.00% |
23/08/2021 | 11.28% | 0.08 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 16,739 | 18,739 | 100.00% | 100.00% |
20/08/2021 | 8.57% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 22,398 | 24,398 | 100.00% | 100.00% |
19/08/2021 | 8.89% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 21,506 | 23,506 | 100.00% | 100.00% |