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 | 998,290 | 250,000 | 998 | 3,750 | 98.45% | 98.45% |
16/09/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 986,343 | 250,000 | 986 | 3,750 | 98.60% | 98.60% |
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 | 46.65% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,300 | 4,853 | 100.00% | 100.00% |
13/09/2021 | 14.37% | 0.02 | 0.03 | 1,000,000 | 250,000 | 998,735 | 251,476 | 33,409 | 9,664 | 99.57% | 99.57% |
10/09/2021 | 6.79% | 0.06 | 0.06 | 850,000 | 425,000 | 697,080 | 373,482 | 50,376 | 29,349 | 100.00% | 100.00% |
09/09/2021 | 7.35% | 0.11 | 0.12 | 425,000 | 425,000 | 393,644 | 393,644 | 51,658 | 55,595 | 100.00% | 100.00% |
08/09/2021 | 5.86% | 0.17 | 0.18 | 325,000 | 325,000 | 318,087 | 318,087 | 52,674 | 55,855 | 100.00% | 100.00% |
07/09/2021 | 4.84% | 0.18 | 0.19 | 275,000 | 275,000 | 258,348 | 258,348 | 52,184 | 54,768 | 100.00% | 100.00% |