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 | 0.53% | 1.91 | 1.92 | 30,000 | 25,000 | 30,000 | 25,000 | 56,954 | 47,712 | 44.05% | 44.05% |
05/08/2021 | 0.54% | 1.89 | 1.90 | 50,000 | 50,000 | 34,304 | 30,380 | 63,175 | 56,268 | 99.70% | 99.70% |
04/08/2021 | 0.56% | 1.79 | 1.79 | 50,000 | 25,000 | 30,000 | 25,000 | 53,396 | 44,747 | 33.45% | 98.13% |
03/08/2021 | 0.55% | 1.72 | 1.73 | 50,000 | 50,000 | 34,322 | 30,402 | 61,654 | 54,859 | 93.32% | 93.32% |
02/08/2021 | 0.54% | 1.84 | 1.85 | 50,000 | 50,000 | 34,352 | 30,440 | 63,323 | 56,375 | 98.17% | 98.17% |
30/07/2021 | 0.56% | 1.83 | 1.84 | 50,000 | 50,000 | 34,347 | 30,434 | 61,567 | 54,935 | 98.10% | 98.10% |
29/07/2021 | 0.54% | 1.85 | 1.86 | 50,000 | 50,000 | 34,351 | 30,439 | 63,630 | 56,677 | 97.96% | 97.96% |
28/07/2021 | 0.53% | 1.88 | 1.89 | 50,000 | 50,000 | 34,350 | 30,437 | 64,161 | 57,198 | 97.93% | 97.93% |
27/07/2021 | 0.54% | 1.82 | 1.83 | 50,000 | 50,000 | 34,348 | 30,434 | 63,292 | 56,399 | 97.95% | 97.95% |