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 | 1.09% | 0.95 | 0.96 | 600,000 | 100,000 | 600,000 | 107,629 | 547,435 | 99,115 | 100.00% | 100.00% |
16/09/2021 | 1.20% | 0.87 | 0.88 | 600,000 | 200,000 | 599,999 | 200,000 | 498,966 | 168,322 | 100.00% | 100.00% |
15/09/2021 | 1.28% | 0.77 | 0.78 | 600,000 | 200,000 | 600,000 | 200,000 | 465,744 | 157,248 | 100.00% | 100.00% |
14/09/2021 | 1.45% | 0.77 | 0.78 | 600,000 | 200,000 | 600,000 | 200,000 | 414,051 | 140,017 | 100.00% | 100.00% |
13/09/2021 | 1.75% | 0.64 | 0.65 | 600,000 | 200,000 | 600,000 | 200,000 | 341,476 | 115,825 | 100.00% | 100.00% |
10/09/2021 | 1.70% | 0.60 | 0.61 | 600,000 | 200,000 | 636,844 | 212,282 | 370,902 | 125,757 | 100.00% | 100.00% |
09/09/2021 | 2.39% | 0.50 | 0.51 | 750,000 | 250,000 | 750,000 | 250,000 | 312,836 | 106,779 | 98.50% | 98.50% |
08/09/2021 | 2.59% | 0.38 | 0.39 | 750,000 | 250,000 | 750,000 | 250,000 | 286,616 | 98,039 | 99.99% | 99.99% |
07/09/2021 | 2.50% | 0.39 | 0.40 | 750,000 | 250,000 | 750,000 | 250,000 | 296,248 | 101,249 | 100.00% | 100.00% |