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 | 0.75% | 1.34 | 1.35 | 40,000 | 25,000 | 40,000 | 25,000 | 53,294 | 33,559 | 44.05% | 44.05% |
05/08/2021 | 0.78% | 1.33 | 1.34 | 50,000 | 50,000 | 42,156 | 30,380 | 53,980 | 39,239 | 99.70% | 99.70% |
04/08/2021 | 0.82% | 1.22 | 1.23 | 50,000 | 25,000 | 49,953 | 25,000 | 60,935 | 30,747 | 33.46% | 98.12% |
03/08/2021 | 0.80% | 1.15 | 1.17 | 50,000 | 50,000 | 43,396 | 30,400 | 53,803 | 37,849 | 93.31% | 93.31% |
02/08/2021 | 0.78% | 1.28 | 1.29 | 50,000 | 50,000 | 42,176 | 30,441 | 54,092 | 39,255 | 98.17% | 98.17% |
30/07/2021 | 0.81% | 1.27 | 1.28 | 50,000 | 50,000 | 50,000 | 30,440 | 61,171 | 37,821 | 98.16% | 98.16% |
29/07/2021 | 0.77% | 1.29 | 1.30 | 50,000 | 50,000 | 42,176 | 30,440 | 54,488 | 39,606 | 98.06% | 98.06% |
28/07/2021 | 0.77% | 1.32 | 1.33 | 50,000 | 50,000 | 42,177 | 30,442 | 54,715 | 39,901 | 98.01% | 98.01% |
27/07/2021 | 0.78% | 1.26 | 1.27 | 50,000 | 50,000 | 42,176 | 30,440 | 53,810 | 39,173 | 98.05% | 98.05% |