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 | - | - |
17/09/2021 | 7.45% | 0.05 | 0.06 | 850,000 | 425,000 | 627,297 | 409,040 | 50,570 | 38,323 | 98.39% | 98.39% |
16/09/2021 | 8.11% | 0.11 | 0.12 | 475,000 | 475,000 | 438,841 | 438,850 | 51,980 | 56,370 | 98.41% | 98.41% |
15/09/2021 | 8.37% | 0.10 | 0.11 | 425,000 | 425,000 | 449,478 | 449,478 | 51,484 | 55,979 | 100.00% | 100.00% |
14/09/2021 | 7.64% | 0.16 | 0.17 | 325,000 | 325,000 | 412,309 | 412,324 | 51,976 | 56,102 | 100.00% | 100.00% |
13/09/2021 | 6.96% | 0.11 | 0.12 | 425,000 | 425,000 | 373,765 | 373,748 | 51,919 | 55,654 | 100.00% | 100.00% |
10/09/2021 | 4.64% | 0.16 | 0.17 | 350,000 | 350,000 | 283,318 | 283,318 | 59,959 | 62,793 | 100.00% | 100.00% |
09/09/2021 | 3.17% | 0.23 | 0.24 | 250,000 | 250,000 | 253,138 | 253,138 | 79,247 | 81,778 | 100.00% | 100.00% |
08/09/2021 | 2.49% | 0.42 | 0.43 | 250,000 | 250,000 | 236,549 | 236,549 | 93,972 | 96,338 | 100.00% | 100.00% |
07/09/2021 | 1.91% | 0.48 | 0.49 | 225,000 | 225,000 | 225,000 | 225,000 | 116,942 | 119,192 | 100.00% | 100.00% |