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 | - | - |
17/09/2021 | 0.30% | 6.63 | 6.65 | 600,000 | 100,000 | 600,000 | 100,000 | 4,046,930 | 676,489 | 100.00% | 100.00% |
16/09/2021 | 0.30% | 6.74 | 6.76 | 600,000 | 100,000 | 600,000 | 100,000 | 3,999,200 | 668,533 | 100.00% | 100.00% |
15/09/2021 | 0.31% | 6.28 | 6.30 | 600,000 | 100,000 | 600,000 | 100,000 | 3,826,470 | 639,744 | 100.00% | 100.00% |
14/09/2021 | 0.33% | 6.27 | 6.29 | 600,000 | 100,000 | 600,000 | 100,000 | 3,674,100 | 614,350 | 99.96% | 99.96% |
13/09/2021 | 0.33% | 5.97 | 5.99 | 600,000 | 100,000 | 600,000 | 100,000 | 3,642,280 | 609,047 | 100.00% | 100.00% |
10/09/2021 | 0.33% | 6.07 | 6.09 | 600,000 | 100,000 | 600,000 | 100,000 | 3,673,290 | 614,215 | 100.00% | 100.00% |
09/09/2021 | 0.34% | 5.99 | 6.01 | 600,000 | 100,000 | 600,000 | 100,000 | 3,551,610 | 593,935 | 97.94% | 97.94% |
08/09/2021 | 0.34% | 5.87 | 5.89 | 600,000 | 100,000 | 600,000 | 100,000 | 3,524,140 | 589,357 | 100.00% | 100.00% |
07/09/2021 | 0.33% | 6.02 | 6.04 | 600,000 | 100,000 | 600,000 | 100,000 | 3,616,740 | 604,790 | 100.00% | 100.00% |