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 | - | - |
02/08/2021 | 66.92% | 0.01 | 0.02 | 389,000 | 389,000 | 389,000 | 389,000 | 3,875 | 7,765 | 0.52% | 0.52% |
30/07/2021 | 43.68% | 0.02 | 0.03 | 389,000 | 389,000 | 389,000 | 389,000 | 7,263 | 11,153 | 100.00% | 100.00% |
29/07/2021 | 36.29% | 0.02 | 0.03 | 389,000 | 389,000 | 389,000 | 389,000 | 9,333 | 13,223 | 100.00% | 100.00% |
28/07/2021 | 23.97% | 0.05 | 0.06 | 389,000 | 389,000 | 389,000 | 389,000 | 14,399 | 18,289 | 100.00% | 100.00% |
27/07/2021 | 22.75% | 0.04 | 0.05 | 389,000 | 389,000 | 388,619 | 389,000 | 15,277 | 19,180 | 100.00% | 100.00% |
26/07/2021 | 18.71% | 0.04 | 0.05 | 389,000 | 389,000 | 389,000 | 389,000 | 19,674 | 23,564 | 100.00% | 100.00% |
23/07/2021 | 15.85% | 0.06 | 0.07 | 389,000 | 389,000 | 389,000 | 389,000 | 22,748 | 26,638 | 100.00% | 100.00% |
22/07/2021 | 14.18% | 0.08 | 0.09 | 389,000 | 389,000 | 389,000 | 388,562 | 25,618 | 29,475 | 100.00% | 100.00% |
21/07/2021 | 10.57% | 0.08 | 0.09 | 389,000 | 389,000 | 389,000 | 389,000 | 35,353 | 39,243 | 100.00% | 100.00% |