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 | - | - |
23/11/2021 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/11/2021 | 14.39% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 69,779 | 79,779 | 99.35% | 99.35% |
19/11/2021 | 9.47% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 999,981 | 999,909 | 102,984 | 112,976 | 100.00% | 100.00% |
18/11/2021 | 7.14% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 135,423 | 145,423 | 99.91% | 99.91% |
17/11/2021 | 8.38% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 114,597 | 124,597 | 99.67% | 99.67% |
16/11/2021 | 6.28% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 999,914 | 154,823 | 164,809 | 99.47% | 99.47% |
15/11/2021 | 4.28% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 228,967 | 238,967 | 100.00% | 100.00% |
12/11/2021 | 4.18% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 234,518 | 244,518 | 100.00% | 100.00% |
11/11/2021 | 3.86% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 254,378 | 264,378 | 100.00% | 100.00% |