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 | 6.04% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 82,053 | 87,053 | 99.75% | 99.75% |
23/09/2021 | 3.77% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 500,000 | 131,527 | 136,527 | 99.48% | 99.48% |
22/09/2021 | 3.08% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 160,060 | 165,060 | 100.00% | 100.00% |
21/09/2021 | 2.55% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 194,818 | 199,818 | 98.91% | 98.91% |
20/09/2021 | 2.35% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 210,877 | 215,877 | 100.00% | 100.00% |
17/09/2021 | 2.93% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 168,255 | 173,255 | 100.00% | 100.00% |
16/09/2021 | 2.96% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 166,929 | 171,929 | 100.00% | 100.00% |
15/09/2021 | 2.70% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 185,912 | 190,912 | 99.65% | 99.65% |