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 | - | - |
30/09/2021 | 27.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,529 | 42,529 | 38.74% | 38.74% |
29/09/2021 | 11.95% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,248 | 92,248 | 99.92% | 99.92% |
28/09/2021 | 8.78% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 109,066 | 119,066 | 99.61% | 99.61% |
27/09/2021 | 7.54% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 127,883 | 137,883 | 99.28% | 99.28% |
24/09/2021 | 6.37% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 152,652 | 162,652 | 99.75% | 99.75% |
23/09/2021 | 6.28% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 154,858 | 164,858 | 99.48% | 99.48% |
22/09/2021 | 6.01% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 161,509 | 171,509 | 99.99% | 99.99% |
21/09/2021 | 5.90% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 164,815 | 174,815 | 98.91% | 98.91% |
20/09/2021 | 6.50% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 149,023 | 159,023 | 100.00% | 100.00% |