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 | 0.70% | 1.44 | 1.45 | 40,000 | 25,000 | 40,000 | 25,000 | 57,294 | 36,059 | 44.06% | 44.06% |
05/08/2021 | 0.73% | 1.42 | 1.43 | 50,000 | 50,000 | 42,152 | 30,380 | 57,817 | 42,021 | 99.71% | 99.71% |
04/08/2021 | 0.76% | 1.32 | 1.32 | 50,000 | 25,000 | 40,000 | 25,000 | 52,635 | 33,147 | 33.46% | 98.16% |
03/08/2021 | 0.75% | 1.26 | 1.27 | 50,000 | 50,000 | 42,162 | 30,404 | 56,149 | 40,655 | 93.34% | 93.34% |
02/08/2021 | 0.72% | 1.37 | 1.38 | 50,000 | 50,000 | 41,858 | 29,645 | 57,718 | 41,094 | 94.34% | 94.34% |
30/07/2021 | 0.76% | 1.36 | 1.37 | 50,000 | 50,000 | 42,175 | 30,436 | 55,771 | 40,742 | 98.13% | 98.13% |
29/07/2021 | 0.72% | 1.38 | 1.39 | 50,000 | 50,000 | 42,175 | 30,438 | 58,466 | 42,468 | 97.97% | 97.97% |
28/07/2021 | 0.72% | 1.41 | 1.42 | 50,000 | 50,000 | 42,176 | 30,439 | 58,817 | 42,851 | 97.92% | 97.92% |
27/07/2021 | 0.73% | 1.35 | 1.36 | 50,000 | 50,000 | 42,174 | 30,436 | 57,800 | 42,051 | 97.98% | 97.98% |