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 | - | - |
06/08/2021 | 0.56% | 1.78 | 1.79 | 300,000 | 300,000 | 300,000 | 300,000 | 532,177 | 535,177 | 99.81% | 99.81% |
05/08/2021 | 0.57% | 1.77 | 1.78 | 500,000 | 500,000 | 500,000 | 500,000 | 872,465 | 877,465 | 99.90% | 99.90% |
04/08/2021 | 0.58% | 1.73 | 1.74 | 500,000 | 500,000 | 500,000 | 500,000 | 854,433 | 859,433 | 33.71% | 99.85% |
03/08/2021 | 0.60% | 1.64 | 1.65 | 500,000 | 500,000 | 500,000 | 500,000 | 826,623 | 831,623 | 98.96% | 98.96% |
02/08/2021 | 0.60% | 1.67 | 1.68 | 500,000 | 500,000 | 500,000 | 500,000 | 832,943 | 837,943 | 96.01% | 96.01% |
30/07/2021 | 0.61% | 1.66 | 1.67 | 500,000 | 500,000 | 500,000 | 500,000 | 814,805 | 819,805 | 99.86% | 99.86% |
29/07/2021 | 0.59% | 1.70 | 1.71 | 500,000 | 500,000 | 500,000 | 500,000 | 848,883 | 853,883 | 100.00% | 100.00% |
28/07/2021 | 0.60% | 1.66 | 1.67 | 500,000 | 500,000 | 500,000 | 500,000 | 826,936 | 831,936 | 99.94% | 99.94% |
27/07/2021 | 0.61% | 1.65 | 1.66 | 500,000 | 500,000 | 500,000 | 500,000 | 819,047 | 824,047 | 100.00% | 100.00% |