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 | - | - |
05/11/2021 | 24.94% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 999,991 | 36,350 | 46,350 | 53.10% | 53.10% |
04/11/2021 | 20.02% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 46,064 | 56,064 | 100.00% | 100.00% |
03/11/2021 | 11.96% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,151 | 89,151 | 99.93% | 99.93% |
02/11/2021 | 10.43% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 91,158 | 101,158 | 99.46% | 99.46% |
01/11/2021 | 12.65% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 74,431 | 84,431 | 99.82% | 99.82% |
29/10/2021 | 7.39% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 134,620 | 144,620 | 99.82% | 99.82% |
28/10/2021 | 8.65% | 0.18 | 0.19 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 115,507 | 125,507 | 99.50% | 99.50% |
27/10/2021 | 9.21% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 104,413 | 114,413 | 100.00% | 100.00% |
26/10/2021 | 8.61% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 111,594 | 121,594 | 99.95% | 99.95% |