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 | 0.52% | 2.00 | 2.01 | 30,000 | 25,000 | 30,000 | 25,000 | 59,758 | 50,059 | 44.06% | 44.06% |
05/08/2021 | 0.52% | 1.98 | 1.99 | 50,000 | 50,000 | 34,304 | 30,380 | 66,327 | 59,065 | 99.71% | 99.71% |
04/08/2021 | 0.53% | 1.88 | 1.89 | 50,000 | 25,000 | 30,000 | 25,000 | 56,303 | 47,169 | 33.45% | 98.15% |
03/08/2021 | 0.53% | 1.82 | 1.83 | 50,000 | 50,000 | 34,323 | 30,404 | 64,841 | 57,685 | 93.34% | 93.34% |
02/08/2021 | 0.51% | 1.93 | 1.94 | 50,000 | 50,000 | 33,717 | 29,646 | 65,329 | 57,706 | 94.34% | 94.34% |
30/07/2021 | 0.53% | 1.92 | 1.93 | 50,000 | 50,000 | 34,347 | 30,434 | 64,800 | 57,801 | 98.11% | 98.11% |
29/07/2021 | 0.51% | 1.94 | 1.95 | 50,000 | 50,000 | 34,350 | 30,437 | 66,963 | 59,625 | 97.96% | 97.96% |
28/07/2021 | 0.51% | 1.98 | 1.99 | 50,000 | 50,000 | 34,351 | 30,439 | 67,335 | 60,017 | 97.91% | 97.91% |
27/07/2021 | 0.51% | 1.92 | 1.93 | 50,000 | 50,000 | 34,348 | 30,435 | 66,592 | 59,323 | 97.98% | 97.98% |