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 | 0.80% | 1.25 | 1.26 | 40,000 | 25,000 | 46,079 | 25,000 | 57,211 | 31,309 | 44.05% | 44.05% |
05/08/2021 | 0.90% | 1.24 | 1.25 | 50,000 | 50,000 | 50,000 | 30,380 | 59,238 | 36,382 | 99.69% | 99.69% |
04/08/2021 | 1.43% | 1.12 | 1.14 | 50,000 | 25,000 | 50,000 | 25,000 | 56,182 | 28,497 | 33.43% | 98.10% |
03/08/2021 | 1.36% | 1.07 | 1.08 | 50,000 | 50,000 | 50,000 | 30,399 | 57,169 | 35,037 | 93.30% | 93.30% |
02/08/2021 | 0.91% | 1.19 | 1.20 | 50,000 | 50,000 | 50,000 | 30,440 | 59,452 | 36,413 | 98.16% | 98.16% |
30/07/2021 | 0.91% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 30,435 | 56,522 | 35,002 | 98.13% | 98.13% |
29/07/2021 | 0.83% | 1.20 | 1.21 | 50,000 | 50,000 | 50,000 | 30,440 | 60,097 | 36,849 | 98.01% | 98.01% |
28/07/2021 | 0.83% | 1.22 | 1.23 | 50,000 | 50,000 | 50,000 | 30,439 | 60,269 | 37,132 | 97.93% | 97.93% |
27/07/2021 | 0.88% | 1.15 | 1.17 | 50,000 | 50,000 | 50,000 | 30,436 | 59,018 | 36,297 | 98.00% | 98.00% |