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 | 0.46% | 2.20 | 2.21 | 600,000 | 100,000 | 600,000 | 107,629 | 1,297,450 | 233,647 | 100.00% | 100.00% |
16/09/2021 | 0.48% | 2.12 | 2.13 | 600,000 | 200,000 | 600,000 | 200,000 | 1,248,890 | 418,298 | 100.00% | 100.00% |
15/09/2021 | 0.49% | 2.02 | 2.03 | 600,000 | 200,000 | 600,000 | 200,000 | 1,214,650 | 406,882 | 100.00% | 100.00% |
14/09/2021 | 0.51% | 2.02 | 2.03 | 600,000 | 200,000 | 600,000 | 200,000 | 1,167,360 | 391,120 | 100.00% | 100.00% |
13/09/2021 | 0.55% | 1.90 | 1.91 | 600,000 | 200,000 | 600,000 | 200,000 | 1,093,900 | 366,632 | 100.00% | 100.00% |
10/09/2021 | 0.55% | 1.85 | 1.86 | 600,000 | 200,000 | 600,000 | 200,000 | 1,096,360 | 367,453 | 100.00% | 100.00% |
09/09/2021 | 0.61% | 1.73 | 1.74 | 600,000 | 200,000 | 600,000 | 200,000 | 982,809 | 329,603 | 98.50% | 98.50% |
08/09/2021 | 0.63% | 1.59 | 1.60 | 600,000 | 200,000 | 600,000 | 200,000 | 955,933 | 320,644 | 99.99% | 99.99% |
07/09/2021 | 0.62% | 1.60 | 1.61 | 600,000 | 200,000 | 600,000 | 200,000 | 963,686 | 323,229 | 100.00% | 100.00% |