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 | 8.00% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 65,130 | 70,130 | 84.02% | 84.02% |
24/09/2021 | 3.40% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 500,000 | 144,673 | 149,673 | 99.75% | 99.75% |
23/09/2021 | 2.62% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 189,138 | 194,138 | 99.48% | 99.48% |
22/09/2021 | 2.21% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 500,000 | 223,904 | 228,904 | 100.00% | 100.00% |
21/09/2021 | 1.88% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 265,364 | 270,364 | 98.89% | 98.89% |
20/09/2021 | 1.76% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 500,000 | 282,061 | 287,061 | 100.00% | 100.00% |
17/09/2021 | 2.10% | 0.50 | 0.51 | 500,000 | 500,000 | 500,000 | 500,000 | 235,920 | 240,920 | 100.00% | 100.00% |
16/09/2021 | 2.12% | 0.50 | 0.51 | 500,000 | 500,000 | 500,000 | 500,000 | 234,280 | 239,280 | 100.00% | 100.00% |
15/09/2021 | 1.97% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 254,180 | 259,180 | 99.72% | 99.72% |