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 | 0.62% | 1.59 | 1.60 | 600,000 | 200,000 | 600,000 | 200,000 | 963,368 | 323,123 | 100.00% | 100.00% |
16/09/2021 | 0.62% | 1.60 | 1.61 | 600,000 | 200,000 | 600,000 | 200,000 | 967,750 | 324,584 | 100.00% | 100.00% |
15/09/2021 | 0.63% | 1.56 | 1.57 | 600,000 | 200,000 | 600,000 | 200,000 | 942,805 | 316,268 | 99.98% | 99.98% |
14/09/2021 | 0.63% | 1.57 | 1.58 | 600,000 | 200,000 | 600,000 | 200,000 | 950,976 | 318,992 | 99.90% | 99.90% |
13/09/2021 | 0.63% | 1.60 | 1.61 | 600,000 | 200,000 | 600,000 | 200,000 | 945,431 | 317,144 | 100.00% | 100.00% |
10/09/2021 | 0.63% | 1.54 | 1.55 | 600,000 | 200,000 | 600,000 | 200,000 | 945,853 | 317,284 | 100.00% | 100.00% |
09/09/2021 | 0.66% | 1.58 | 1.59 | 600,000 | 200,000 | 600,000 | 200,000 | 909,886 | 305,295 | 98.00% | 98.00% |
08/09/2021 | 0.64% | 1.54 | 1.55 | 600,000 | 200,000 | 600,000 | 200,000 | 936,758 | 314,252 | 99.94% | 99.94% |
07/09/2021 | 0.62% | 1.61 | 1.62 | 600,000 | 200,000 | 600,000 | 200,000 | 957,726 | 321,242 | 99.96% | 99.96% |