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 | 0.41% | 2.46 | 2.47 | 250,000 | 250,000 | 250,000 | 250,000 | 609,927 | 612,427 | 99.35% | 99.35% |
05/08/2021 | 0.42% | 2.43 | 2.44 | 500,000 | 500,000 | 303,759 | 303,759 | 724,003 | 727,040 | 99.78% | 99.78% |
04/08/2021 | 0.58% | 2.33 | 2.33 | 500,000 | 250,000 | 250,000 | 250,000 | 579,910 | 583,296 | 33.53% | 98.31% |
03/08/2021 | 0.47% | 2.25 | 2.27 | 500,000 | 500,000 | 304,189 | 304,189 | 710,037 | 713,580 | 93.46% | 93.46% |
02/08/2021 | 0.42% | 2.38 | 2.39 | 500,000 | 500,000 | 304,542 | 304,542 | 725,903 | 728,979 | 98.32% | 98.32% |
30/07/2021 | 0.65% | 2.37 | 2.38 | 500,000 | 500,000 | 304,504 | 304,504 | 710,794 | 715,148 | 98.30% | 98.30% |
29/07/2021 | 0.42% | 2.39 | 2.40 | 500,000 | 500,000 | 304,496 | 304,496 | 730,192 | 733,237 | 98.23% | 98.23% |
28/07/2021 | 0.41% | 2.43 | 2.44 | 500,000 | 500,000 | 304,519 | 304,519 | 736,100 | 739,146 | 98.23% | 98.23% |
27/07/2021 | 0.42% | 2.37 | 2.38 | 500,000 | 500,000 | 304,369 | 304,369 | 728,310 | 731,353 | 98.16% | 98.16% |