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 | 0.54% | 1.88 | 1.89 | 600,000 | 100,000 | 600,000 | 107,629 | 1,110,170 | 200,055 | 100.00% | 100.00% |
16/09/2021 | 0.56% | 1.81 | 1.82 | 600,000 | 200,000 | 600,000 | 200,000 | 1,066,660 | 357,554 | 100.00% | 100.00% |
15/09/2021 | 0.58% | 1.72 | 1.73 | 600,000 | 200,000 | 600,000 | 200,000 | 1,033,570 | 346,523 | 100.00% | 100.00% |
14/09/2021 | 0.61% | 1.72 | 1.73 | 600,000 | 200,000 | 600,000 | 200,000 | 980,685 | 328,895 | 100.00% | 100.00% |
13/09/2021 | 0.66% | 1.59 | 1.60 | 600,000 | 200,000 | 600,000 | 200,000 | 906,433 | 304,144 | 100.00% | 100.00% |
10/09/2021 | 0.66% | 1.54 | 1.55 | 600,000 | 200,000 | 600,000 | 200,000 | 910,755 | 305,585 | 100.00% | 100.00% |
09/09/2021 | 0.75% | 1.42 | 1.43 | 600,000 | 200,000 | 600,000 | 200,000 | 797,229 | 267,743 | 98.50% | 98.50% |
08/09/2021 | 0.78% | 1.28 | 1.29 | 600,000 | 200,000 | 600,000 | 200,000 | 770,875 | 258,958 | 99.97% | 99.97% |
07/09/2021 | 0.77% | 1.29 | 1.30 | 600,000 | 200,000 | 600,000 | 200,000 | 778,800 | 261,600 | 100.00% | 100.00% |