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 | - | - |
06/08/2021 | 0.66% | 1.51 | 1.52 | 100,000 | 100,000 | 100,000 | 100,000 | 149,984 | 150,984 | 44.30% | 44.30% |
05/08/2021 | 0.71% | 1.47 | 1.48 | 100,000 | 100,000 | 100,000 | 100,000 | 140,468 | 141,468 | 99.82% | 99.82% |
04/08/2021 | 0.73% | 1.42 | 1.38 | 100,000 | 100,000 | 100,000 | 100,000 | 137,112 | 138,112 | 33.65% | 99.35% |
03/08/2021 | 0.71% | 1.41 | 1.42 | 100,000 | 100,000 | 100,000 | 100,000 | 139,684 | 140,684 | 85.18% | 85.18% |
02/08/2021 | 0.71% | 1.36 | 1.37 | 100,000 | 100,000 | 100,000 | 100,000 | 141,063 | 142,063 | 96.05% | 96.05% |
30/07/2021 | 0.79% | 1.29 | 1.30 | 100,000 | 100,000 | 100,000 | 100,000 | 125,369 | 126,369 | 100.00% | 100.00% |
29/07/2021 | 0.77% | 1.24 | 1.25 | 100,000 | 100,000 | 100,000 | 100,000 | 129,315 | 130,315 | 99.97% | 99.97% |
28/07/2021 | 0.66% | 1.50 | 1.51 | 100,000 | 100,000 | 100,000 | 100,000 | 152,027 | 153,027 | 99.93% | 99.93% |
27/07/2021 | 0.65% | 1.54 | 1.55 | 100,000 | 100,000 | 100,000 | 100,000 | 153,332 | 154,332 | 99.96% | 99.96% |