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 | - | - |
15/10/2021 | 14.51% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 32,215 | 37,215 | 3.52% | 3.52% |
14/10/2021 | 5.79% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 85,362 | 90,362 | 100.00% | 100.00% |
13/10/2021 | 3.49% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 141,493 | 146,493 | 100.00% | 100.00% |
12/10/2021 | 4.54% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 108,894 | 113,894 | 100.00% | 100.00% |
11/10/2021 | 5.77% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 87,516 | 92,516 | 100.00% | 100.00% |
08/10/2021 | 3.41% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 145,037 | 150,037 | 99.70% | 99.70% |
07/10/2021 | 2.11% | 0.38 | 0.39 | 500,000 | 500,000 | 499,999 | 500,000 | 236,763 | 241,763 | 99.24% | 99.24% |
06/10/2021 | 2.88% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 500,000 | 173,318 | 178,317 | 99.48% | 99.48% |
05/10/2021 | 2.95% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 168,796 | 173,796 | 99.86% | 99.86% |