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 | 166.98% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,774 | 3,820 | 98.41% | 98.41% |
16/09/2021 | 12.00% | 0.03 | 0.04 | 1,000,000 | 250,000 | 985,980 | 360,989 | 41,552 | 18,148 | 98.30% | 98.30% |
15/09/2021 | 8.55% | 0.05 | 0.05 | 1,000,000 | 250,000 | 801,955 | 407,101 | 49,170 | 29,496 | 100.00% | 100.00% |
14/09/2021 | 8.29% | 0.11 | 0.12 | 425,000 | 425,000 | 446,924 | 445,484 | 51,390 | 55,686 | 100.00% | 100.00% |
13/09/2021 | 7.14% | 0.10 | 0.10 | 575,000 | 300,000 | 415,140 | 390,092 | 51,543 | 52,879 | 100.00% | 100.00% |
10/09/2021 | 4.70% | 0.20 | 0.21 | 250,000 | 250,000 | 255,605 | 255,605 | 53,133 | 55,689 | 100.00% | 100.00% |
09/09/2021 | 5.58% | 0.19 | 0.20 | 250,000 | 250,000 | 295,744 | 295,744 | 51,489 | 54,447 | 100.00% | 100.00% |
08/09/2021 | 4.13% | 0.19 | 0.20 | 300,000 | 300,000 | 218,898 | 218,898 | 51,766 | 53,955 | 100.00% | 100.00% |
07/09/2021 | 3.75% | 0.30 | 0.31 | 175,000 | 175,000 | 202,642 | 202,642 | 53,084 | 55,110 | 100.00% | 100.00% |