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 | 3.37% | 0.25 | 0.26 | 450,000 | 100,000 | 450,000 | 100,000 | 131,941 | 30,320 | 100.00% | 100.00% |
16/09/2021 | 3.14% | 0.31 | 0.32 | 450,000 | 100,000 | 450,000 | 100,000 | 141,136 | 32,364 | 100.00% | 100.00% |
15/09/2021 | 3.17% | 0.29 | 0.30 | 450,000 | 100,000 | 450,000 | 100,000 | 139,931 | 32,096 | 100.00% | 100.00% |
14/09/2021 | 2.64% | 0.35 | 0.36 | 450,000 | 100,000 | 450,000 | 100,000 | 168,414 | 38,425 | 100.00% | 100.00% |
13/09/2021 | 2.55% | 0.37 | 0.38 | 450,000 | 100,000 | 450,000 | 100,000 | 174,323 | 39,739 | 100.00% | 100.00% |
10/09/2021 | 3.04% | 0.30 | 0.31 | 450,000 | 100,000 | 450,000 | 100,000 | 146,094 | 33,465 | 100.00% | 100.00% |
09/09/2021 | 3.54% | 0.32 | 0.33 | 450,000 | 100,000 | 450,000 | 100,000 | 124,980 | 28,773 | 98.49% | 98.49% |
08/09/2021 | 3.61% | 0.26 | 0.27 | 450,000 | 100,000 | 498,407 | 100,000 | 136,221 | 28,354 | 99.98% | 99.98% |
07/09/2021 | 2.40% | 0.35 | 0.36 | 450,000 | 100,000 | 450,000 | 100,000 | 187,783 | 42,730 | 100.00% | 100.00% |