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 | - | - |
04/10/2021 | 3.48% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 149,447 | 154,447 | 83.70% | 83.70% |
01/10/2021 | 2.38% | 0.40 | 0.41 | 500,000 | 500,000 | 499,990 | 500,000 | 207,895 | 212,900 | 99.94% | 99.94% |
30/09/2021 | 2.26% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 221,621 | 226,621 | 99.63% | 99.63% |
29/09/2021 | 2.30% | 0.38 | 0.39 | 500,000 | 500,000 | 500,000 | 499,981 | 215,573 | 220,565 | 99.92% | 99.92% |
28/09/2021 | 3.03% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 163,462 | 168,462 | 99.90% | 99.90% |
27/09/2021 | 2.58% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 191,684 | 196,684 | 99.28% | 99.28% |
24/09/2021 | 1.81% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 273,836 | 278,836 | 99.75% | 99.75% |
23/09/2021 | 1.51% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 328,444 | 333,444 | 99.48% | 99.48% |
22/09/2021 | 1.36% | 0.72 | 0.73 | 500,000 | 500,000 | 500,000 | 500,000 | 364,774 | 369,774 | 100.00% | 100.00% |