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 | 5.00% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 99,457 | 104,457 | 70.62% | 70.62% |
01/10/2021 | 3.27% | 0.29 | 0.30 | 500,000 | 500,000 | 499,976 | 500,000 | 150,977 | 155,984 | 99.95% | 99.95% |
30/09/2021 | 3.11% | 0.29 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 160,352 | 165,352 | 99.64% | 99.64% |
29/09/2021 | 3.17% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 499,993 | 156,093 | 161,091 | 99.94% | 99.94% |
28/09/2021 | 4.70% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 105,531 | 110,531 | 99.91% | 99.91% |
27/09/2021 | 3.68% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 134,190 | 139,190 | 99.28% | 99.28% |
24/09/2021 | 2.43% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 203,291 | 208,291 | 99.75% | 99.75% |
23/09/2021 | 1.93% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 257,704 | 262,704 | 99.48% | 99.48% |
22/09/2021 | 1.69% | 0.58 | 0.59 | 500,000 | 500,000 | 500,000 | 500,000 | 294,063 | 299,063 | 100.00% | 100.00% |