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 | 0.40% | 2.51 | 2.52 | 600,000 | 100,000 | 600,000 | 107,629 | 1,485,000 | 267,294 | 100.00% | 100.00% |
16/09/2021 | 0.42% | 2.44 | 2.45 | 600,000 | 200,000 | 600,000 | 200,000 | 1,442,470 | 482,823 | 100.00% | 100.00% |
15/09/2021 | 0.43% | 2.34 | 2.35 | 600,000 | 200,000 | 600,000 | 200,000 | 1,408,120 | 471,375 | 100.00% | 100.00% |
14/09/2021 | 0.44% | 2.35 | 2.36 | 600,000 | 200,000 | 600,000 | 200,000 | 1,360,920 | 455,639 | 100.00% | 100.00% |
13/09/2021 | 0.47% | 2.22 | 2.23 | 600,000 | 200,000 | 600,000 | 200,000 | 1,287,250 | 431,082 | 100.00% | 100.00% |
10/09/2021 | 0.46% | 2.17 | 2.18 | 600,000 | 200,000 | 600,000 | 200,000 | 1,288,310 | 431,435 | 100.00% | 100.00% |
09/09/2021 | 0.51% | 2.05 | 2.06 | 600,000 | 200,000 | 600,000 | 200,000 | 1,173,640 | 393,214 | 98.50% | 98.50% |
08/09/2021 | 0.52% | 1.91 | 1.92 | 600,000 | 200,000 | 600,000 | 200,000 | 1,145,850 | 383,951 | 99.98% | 99.98% |
07/09/2021 | 0.52% | 1.91 | 1.92 | 600,000 | 200,000 | 600,000 | 200,000 | 1,152,920 | 386,306 | 100.00% | 100.00% |