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 | - | - |
29/09/2021 | 2.14% | 0.44 | 0.46 | 120,000 | 20,000 | 59,511 | 20,000 | 55,043 | 19,177 | 77.67% | 77.67% |
28/09/2021 | 2.00% | 1.11 | 1.13 | 50,000 | 20,000 | 54,503 | 20,000 | 53,873 | 20,309 | 99.92% | 99.92% |
27/09/2021 | 1.58% | 1.35 | 1.37 | 40,000 | 20,000 | 44,600 | 20,000 | 55,875 | 25,585 | 100.00% | 100.00% |
24/09/2021 | 1.70% | 1.11 | 1.13 | 50,000 | 20,000 | 46,371 | 20,000 | 53,905 | 24,143 | 99.84% | 99.84% |
23/09/2021 | 1.47% | 1.27 | 1.29 | 40,000 | 20,000 | 40,437 | 20,000 | 54,613 | 27,437 | 93.85% | 93.85% |
22/09/2021 | 1.42% | 1.54 | 1.56 | 40,000 | 20,000 | 40,000 | 20,000 | 56,041 | 28,421 | 99.82% | 99.82% |
21/09/2021 | 1.69% | 1.26 | 1.28 | 40,000 | 20,000 | 48,905 | 20,000 | 57,381 | 23,909 | 99.91% | 99.91% |
20/09/2021 | 1.81% | 1.07 | 1.09 | 50,000 | 20,000 | 50,508 | 20,000 | 55,427 | 22,375 | 100.00% | 100.00% |
17/09/2021 | 1.33% | 1.21 | 1.23 | 50,000 | 20,000 | 38,693 | 20,000 | 57,890 | 30,966 | 96.10% | 96.10% |