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 | - | - |
23/09/2021 | 7.87% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 65,598 | 70,598 | 84.96% | 84.96% |
22/09/2021 | 4.73% | 0.20 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 103,578 | 108,578 | 100.00% | 100.00% |
21/09/2021 | 3.69% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 134,459 | 139,459 | 98.90% | 98.90% |
20/09/2021 | 3.36% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 147,267 | 152,267 | 100.00% | 100.00% |
17/09/2021 | 4.41% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 111,240 | 116,240 | 100.00% | 100.00% |
16/09/2021 | 4.48% | 0.24 | 0.25 | 500,000 | 500,000 | 500,000 | 500,000 | 109,928 | 114,928 | 100.00% | 100.00% |
15/09/2021 | 4.06% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 125,528 | 130,528 | 99.77% | 99.77% |
14/09/2021 | 3.14% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 156,742 | 161,742 | 100.00% | 100.00% |
13/09/2021 | 2.85% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 173,015 | 178,015 | 99.60% | 99.60% |