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 | 0.65% | 1.57 | 1.58 | 600,000 | 100,000 | 600,000 | 107,629 | 921,970 | 166,298 | 100.00% | 100.00% |
16/09/2021 | 0.68% | 1.50 | 1.51 | 600,000 | 200,000 | 600,000 | 200,000 | 879,690 | 295,230 | 100.00% | 100.00% |
15/09/2021 | 0.71% | 1.40 | 1.41 | 600,000 | 200,000 | 600,000 | 200,000 | 845,634 | 283,878 | 100.00% | 100.00% |
14/09/2021 | 0.76% | 1.41 | 1.42 | 600,000 | 200,000 | 600,000 | 200,000 | 788,719 | 264,906 | 100.00% | 100.00% |
13/09/2021 | 0.84% | 1.26 | 1.27 | 600,000 | 200,000 | 600,000 | 200,000 | 713,361 | 239,787 | 100.00% | 100.00% |
10/09/2021 | 0.83% | 1.22 | 1.23 | 600,000 | 200,000 | 599,956 | 200,000 | 718,146 | 241,400 | 100.00% | 100.00% |
09/09/2021 | 0.99% | 1.10 | 1.11 | 600,000 | 200,000 | 600,000 | 200,000 | 604,544 | 203,515 | 98.50% | 98.50% |
08/09/2021 | 1.03% | 0.96 | 0.97 | 600,000 | 200,000 | 600,000 | 200,000 | 577,704 | 194,568 | 99.98% | 99.98% |
07/09/2021 | 1.02% | 0.96 | 0.97 | 600,000 | 200,000 | 600,000 | 200,000 | 585,337 | 197,112 | 100.00% | 100.00% |