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 | 2.24% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 224,342 | 229,342 | 81.58% | 81.58% |
01/10/2021 | 1.72% | 0.56 | 0.57 | 500,000 | 500,000 | 499,994 | 500,000 | 288,549 | 293,552 | 99.95% | 99.95% |
30/09/2021 | 1.65% | 0.57 | 0.58 | 500,000 | 500,000 | 500,000 | 500,000 | 302,563 | 307,562 | 99.64% | 99.64% |
29/09/2021 | 1.68% | 0.54 | 0.55 | 500,000 | 500,000 | 500,000 | 500,000 | 296,479 | 301,479 | 99.93% | 99.93% |
28/09/2021 | 2.09% | 0.61 | 0.62 | 500,000 | 500,000 | 500,000 | 500,000 | 237,944 | 242,944 | 99.91% | 99.91% |
27/09/2021 | 1.84% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 270,443 | 275,443 | 99.28% | 99.28% |
24/09/2021 | 1.40% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 355,110 | 360,110 | 99.75% | 99.75% |
23/09/2021 | 1.21% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 500,000 | 409,707 | 414,707 | 99.48% | 99.48% |
22/09/2021 | 1.11% | 0.89 | 0.90 | 500,000 | 500,000 | 500,000 | 500,000 | 446,045 | 451,045 | 100.00% | 100.00% |