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 | 0.42% | 2.38 | 2.39 | 30,000 | 25,000 | 30,000 | 25,000 | 71,157 | 59,547 | 44.05% | 44.05% |
05/08/2021 | 0.67% | 2.36 | 2.37 | 50,000 | 50,000 | 34,304 | 30,380 | 79,130 | 70,562 | 99.69% | 99.69% |
04/08/2021 | 0.45% | 2.25 | 2.26 | 50,000 | 25,000 | 30,000 | 25,000 | 67,500 | 56,502 | 33.45% | 98.10% |
03/08/2021 | 0.61% | 2.19 | 2.20 | 50,000 | 50,000 | 32,055 | 27,569 | 72,792 | 62,956 | 81.53% | 81.53% |
02/08/2021 | 0.66% | 2.31 | 2.32 | 50,000 | 50,000 | 34,349 | 30,436 | 79,299 | 70,688 | 98.14% | 98.14% |
30/07/2021 | 0.50% | 2.29 | 2.31 | 50,000 | 50,000 | 34,349 | 30,437 | 77,697 | 69,284 | 98.14% | 98.14% |
29/07/2021 | 0.55% | 2.31 | 2.33 | 50,000 | 50,000 | 34,353 | 30,441 | 79,788 | 71,083 | 98.00% | 98.00% |
28/07/2021 | 0.55% | 2.36 | 2.37 | 50,000 | 50,000 | 34,352 | 30,440 | 80,323 | 71,601 | 97.94% | 97.94% |
27/07/2021 | 0.56% | 2.29 | 2.31 | 50,000 | 50,000 | 34,350 | 30,437 | 79,552 | 70,897 | 98.00% | 98.00% |