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 | 0.56% | 2.09 | 2.10 | 30,000 | 25,000 | 30,000 | 25,000 | 62,432 | 52,317 | 44.06% | 44.06% |
05/08/2021 | 0.71% | 2.08 | 2.09 | 50,000 | 50,000 | 34,304 | 30,380 | 69,457 | 61,964 | 99.70% | 99.70% |
04/08/2021 | 0.51% | 1.97 | 1.98 | 50,000 | 25,000 | 30,000 | 25,000 | 59,073 | 49,477 | 33.44% | 98.12% |
03/08/2021 | 0.53% | 1.91 | 1.92 | 50,000 | 50,000 | 34,321 | 30,401 | 67,972 | 60,471 | 93.32% | 93.32% |
02/08/2021 | 0.74% | 2.02 | 2.03 | 50,000 | 50,000 | 34,353 | 30,442 | 69,474 | 61,978 | 98.17% | 98.17% |
30/07/2021 | 0.56% | 2.02 | 2.03 | 50,000 | 50,000 | 34,347 | 30,434 | 67,868 | 60,570 | 98.10% | 98.10% |
29/07/2021 | 0.73% | 2.04 | 2.05 | 50,000 | 50,000 | 34,351 | 30,439 | 69,948 | 62,427 | 97.94% | 97.94% |
28/07/2021 | 0.69% | 2.06 | 2.08 | 50,000 | 50,000 | 34,350 | 30,438 | 70,511 | 62,947 | 97.88% | 97.88% |
27/07/2021 | 0.77% | 2.00 | 2.02 | 50,000 | 50,000 | 34,347 | 30,434 | 69,609 | 62,160 | 97.95% | 97.95% |