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 | - | - |
24/09/2021 | 3.40% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 145,503 | 150,503 | 90.64% | 90.64% |
23/09/2021 | 2.45% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 202,287 | 207,287 | 99.47% | 99.47% |
22/09/2021 | 2.13% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 500,000 | 232,914 | 237,914 | 100.00% | 100.00% |
21/09/2021 | 1.81% | 0.61 | 0.62 | 500,000 | 500,000 | 500,000 | 500,000 | 274,278 | 279,278 | 98.92% | 98.92% |
20/09/2021 | 1.71% | 0.55 | 0.56 | 500,000 | 500,000 | 500,000 | 500,000 | 290,960 | 295,960 | 100.00% | 100.00% |
17/09/2021 | 2.03% | 0.52 | 0.53 | 500,000 | 500,000 | 500,000 | 500,000 | 244,718 | 249,718 | 100.00% | 100.00% |
16/09/2021 | 2.04% | 0.52 | 0.53 | 500,000 | 500,000 | 500,000 | 500,000 | 242,926 | 247,926 | 100.00% | 100.00% |
15/09/2021 | 1.90% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 500,000 | 263,089 | 268,089 | 99.72% | 99.72% |
14/09/2021 | 1.64% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 500,000 | 302,048 | 307,048 | 100.00% | 100.00% |