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 | 10.93% | 0.26 | 0.29 | 145,510 | 50,000 | 146,284 | 50,000 | 38,021 | 14,501 | 100.00% | 100.00% |
16/09/2021 | 10.75% | 0.26 | 0.29 | 146,176 | 50,000 | 145,196 | 50,000 | 38,351 | 14,708 | 100.00% | 100.00% |
15/09/2021 | 13.18% | 0.22 | 0.25 | 150,207 | 50,000 | 150,096 | 50,000 | 31,924 | 12,135 | 99.52% | 99.52% |
14/09/2021 | 13.57% | 0.21 | 0.24 | 152,058 | 50,000 | 152,402 | 50,000 | 31,416 | 11,808 | 100.00% | 100.00% |
13/09/2021 | 13.42% | 0.21 | 0.24 | 151,744 | 50,000 | 153,117 | 50,000 | 31,956 | 11,936 | 100.00% | 100.00% |
10/09/2021 | 13.38% | 0.20 | 0.23 | 153,995 | 50,000 | 153,387 | 50,000 | 32,107 | 11,967 | 100.00% | 100.00% |
09/09/2021 | 13.17% | 0.21 | 0.24 | 155,692 | 50,000 | 154,493 | 50,000 | 32,886 | 12,145 | 99.64% | 99.64% |
08/09/2021 | 11.75% | 0.24 | 0.27 | 151,028 | 50,000 | 149,772 | 50,000 | 35,987 | 13,514 | 100.00% | 100.00% |
07/09/2021 | 11.45% | 0.24 | 0.27 | 151,328 | 50,000 | 148,721 | 50,000 | 36,736 | 13,852 | 100.00% | 100.00% |