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 | - | - |
18/10/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/10/2021 | 2.45% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 201,333 | 206,333 | 100.00% | 100.00% |
14/10/2021 | 2.17% | 0.49 | 0.50 | 500,000 | 500,000 | 500,000 | 500,000 | 228,169 | 233,169 | 100.00% | 100.00% |
13/10/2021 | 1.82% | 0.52 | 0.53 | 500,000 | 500,000 | 500,000 | 500,000 | 271,932 | 276,932 | 100.00% | 100.00% |
12/10/2021 | 2.04% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 243,160 | 248,160 | 100.00% | 100.00% |
11/10/2021 | 2.15% | 0.47 | 0.48 | 500,000 | 500,000 | 500,000 | 500,000 | 230,632 | 235,632 | 100.00% | 100.00% |
08/10/2021 | 1.79% | 0.54 | 0.55 | 500,000 | 500,000 | 500,000 | 500,000 | 277,154 | 282,154 | 99.70% | 99.70% |
07/10/2021 | 1.28% | 0.66 | 0.67 | 500,000 | 500,000 | 500,000 | 499,990 | 390,384 | 395,376 | 99.24% | 99.24% |
06/10/2021 | 1.59% | 0.71 | 0.72 | 500,000 | 500,000 | 500,000 | 500,000 | 314,769 | 319,769 | 99.48% | 99.48% |