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 | 89.88% | 0.01 | 0.02 | 170,000 | 170,000 | 170,000 | 170,000 | 1,641 | 3,832 | 78.38% | 79.20% |
16/09/2021 | 56.16% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 7,593 | 9,922 | 65.90% | 94.43% |
15/09/2021 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
14/09/2021 | 65.43% | 0.01 | 0.02 | 200,000 | 200,000 | 200,000 | 200,000 | 2,556 | 4,757 | 88.51% | 100.00% |
13/09/2021 | 37.41% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 4,558 | 6,558 | 100.00% | 100.00% |
10/09/2021 | 23.46% | 0.04 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 7,561 | 9,561 | 100.00% | 100.00% |
09/09/2021 | 17.29% | 0.05 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 10,663 | 12,663 | 99.81% | 99.81% |
08/09/2021 | 16.15% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 11,493 | 13,493 | 99.62% | 99.62% |
07/09/2021 | 21.13% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 8,707 | 10,707 | 100.00% | 100.00% |