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 | - | - |
27/09/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/09/2021 | 2.25% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 500,000 | 219,758 | 224,758 | 99.75% | 99.75% |
23/09/2021 | 1.85% | 0.48 | 0.49 | 500,000 | 500,000 | 500,000 | 500,000 | 269,286 | 274,286 | 99.48% | 99.48% |
22/09/2021 | 1.62% | 0.60 | 0.61 | 500,000 | 500,000 | 500,000 | 500,000 | 305,403 | 310,403 | 100.00% | 100.00% |
21/09/2021 | 1.43% | 0.75 | 0.76 | 500,000 | 500,000 | 500,000 | 500,000 | 346,914 | 351,914 | 98.89% | 98.89% |
20/09/2021 | 1.37% | 0.69 | 0.70 | 500,000 | 500,000 | 500,000 | 500,000 | 363,997 | 368,997 | 100.00% | 100.00% |
17/09/2021 | 1.56% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 318,018 | 323,018 | 100.00% | 100.00% |
16/09/2021 | 1.57% | 0.66 | 0.67 | 500,000 | 500,000 | 500,000 | 500,000 | 316,255 | 321,255 | 100.00% | 100.00% |
15/09/2021 | 1.49% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 335,485 | 340,485 | 99.75% | 99.75% |