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 | - | - |
25/10/2021 | 9.72% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 51,269 | 56,269 | 85.51% | 85.51% |
22/10/2021 | 4.23% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 117,037 | 122,037 | 99.25% | 99.25% |
21/10/2021 | 4.10% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 120,071 | 125,071 | 99.10% | 99.10% |
20/10/2021 | 3.49% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 141,883 | 146,883 | 99.91% | 99.91% |
19/10/2021 | 3.84% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 128,613 | 133,613 | 99.38% | 99.38% |
18/10/2021 | 5.57% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 90,234 | 95,234 | 100.00% | 100.00% |
15/10/2021 | 3.84% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 127,927 | 132,927 | 100.00% | 100.00% |
14/10/2021 | 3.18% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 154,851 | 159,851 | 100.00% | 100.00% |
13/10/2021 | 2.51% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 197,092 | 202,092 | 100.00% | 100.00% |