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 | - | - |
29/09/2021 | 12.59% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 77,472 | 87,472 | 99.93% | 99.93% |
28/09/2021 | 10.09% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 94,458 | 104,458 | 99.90% | 99.90% |
27/09/2021 | 9.06% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 106,164 | 116,164 | 99.68% | 99.68% |
24/09/2021 | 6.93% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 139,810 | 149,810 | 99.84% | 99.84% |
23/09/2021 | 6.89% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 140,841 | 150,841 | 99.48% | 99.48% |
22/09/2021 | 6.16% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 157,372 | 167,372 | 99.53% | 99.53% |
21/09/2021 | 7.19% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 135,536 | 145,536 | 98.89% | 98.89% |
20/09/2021 | 12.02% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 80,772 | 90,772 | 99.94% | 99.94% |
17/09/2021 | 8.92% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 108,917 | 118,917 | 100.00% | 100.00% |