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 | 0.46% | 2.19 | 2.20 | 30,000 | 25,000 | 30,000 | 25,000 | 65,386 | 54,738 | 44.06% | 44.06% |
05/08/2021 | 0.47% | 2.17 | 2.18 | 50,000 | 50,000 | 34,304 | 30,380 | 72,781 | 64,775 | 99.71% | 99.71% |
04/08/2021 | 0.67% | 2.06 | 2.07 | 50,000 | 25,000 | 30,000 | 25,000 | 61,683 | 51,747 | 33.47% | 98.17% |
03/08/2021 | 0.54% | 2.00 | 2.01 | 50,000 | 50,000 | 34,323 | 30,404 | 71,165 | 63,332 | 93.35% | 93.35% |
02/08/2021 | 0.47% | 2.12 | 2.13 | 50,000 | 50,000 | 34,354 | 30,442 | 72,923 | 64,886 | 98.19% | 98.19% |
30/07/2021 | 0.70% | 2.11 | 2.12 | 50,000 | 50,000 | 34,348 | 30,435 | 71,041 | 63,451 | 98.12% | 98.12% |
29/07/2021 | 0.47% | 2.13 | 2.14 | 50,000 | 50,000 | 34,352 | 30,439 | 73,270 | 65,220 | 98.00% | 98.00% |
28/07/2021 | 0.46% | 2.16 | 2.17 | 50,000 | 50,000 | 34,351 | 30,438 | 73,827 | 65,766 | 97.96% | 97.96% |
27/07/2021 | 0.47% | 2.10 | 2.11 | 50,000 | 50,000 | 34,349 | 30,436 | 73,061 | 65,053 | 97.99% | 97.99% |