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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 98.42% | 98.42% |
16/09/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 98.65% | 98.65% |
15/09/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
14/09/2021 | 167.21% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,745 | 3,817 | 100.00% | 100.00% |
13/09/2021 | 19.47% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,405 | 7,101 | 100.00% | 100.00% |
10/09/2021 | 10.92% | 0.02 | 0.03 | 1,000,000 | 250,000 | 926,954 | 321,407 | 42,527 | 17,728 | 100.00% | 100.00% |
09/09/2021 | 9.31% | 0.07 | 0.07 | 850,000 | 425,000 | 958,578 | 415,005 | 49,374 | 23,885 | 100.00% | 100.00% |
08/09/2021 | 7.08% | 0.08 | 0.08 | 725,000 | 375,000 | 742,677 | 381,613 | 50,587 | 27,924 | 100.00% | 100.00% |
07/09/2021 | 5.76% | 0.09 | 0.10 | 600,000 | 300,000 | 583,798 | 355,395 | 51,098 | 33,425 | 100.00% | 100.00% |