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 | - | - |
15/11/2021 | 24.71% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,999 | 1,000,000 | 36,005 | 46,005 | 90.80% | 90.80% |
12/11/2021 | 23.30% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 999,986 | 38,397 | 48,397 | 100.00% | 100.00% |
11/11/2021 | 14.93% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,456 | 72,456 | 100.00% | 100.00% |
10/11/2021 | 6.80% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 143,581 | 153,581 | 99.06% | 99.06% |
09/11/2021 | 5.70% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 170,688 | 180,688 | 99.95% | 99.95% |
08/11/2021 | 6.13% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 158,568 | 168,568 | 100.00% | 100.00% |
05/11/2021 | 7.56% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 128,094 | 138,094 | 99.86% | 99.86% |
04/11/2021 | 6.83% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 141,841 | 151,841 | 100.00% | 100.00% |
03/11/2021 | 5.64% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 172,554 | 182,554 | 99.92% | 99.92% |