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 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/09/2021 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/09/2021 | 166.67% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 1,000 | 1,100 | 13.19% | 100.00% |
14/09/2021 | 163.32% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 1,148 | 1,115 | 100.00% | 100.00% |
13/09/2021 | 92.19% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 6,432 | 1,643 | 100.00% | 100.00% |
10/09/2021 | 145.13% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 2,171 | 1,217 | 100.00% | 100.00% |
09/09/2021 | 68.47% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 9,725 | 1,972 | 87.55% | 98.49% |
08/09/2021 | 66.52% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 10,056 | 2,006 | 99.32% | 99.33% |
07/09/2021 | 26.74% | 0.02 | 0.03 | 1,000,000 | 100,000 | 990,956 | 100,000 | 36,889 | 4,736 | 100.00% | 100.00% |