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 | 0.91% | 1.06 | 1.07 | 250,000 | 250,000 | 250,000 | 250,000 | 272,493 | 274,993 | 97.58% | 97.58% |
16/09/2021 | 0.93% | 1.08 | 1.09 | 250,000 | 250,000 | 250,000 | 250,000 | 267,062 | 269,562 | 98.85% | 98.85% |
15/09/2021 | 0.95% | 1.04 | 1.05 | 260,000 | 260,000 | 260,000 | 260,000 | 272,619 | 275,219 | 98.14% | 98.14% |
14/09/2021 | 0.95% | 1.08 | 1.09 | 260,000 | 260,000 | 260,000 | 260,000 | 273,049 | 275,649 | 98.73% | 98.73% |
13/09/2021 | 0.95% | 1.00 | 1.01 | 260,000 | 260,000 | 260,000 | 260,000 | 273,551 | 276,151 | 97.62% | 97.62% |
10/09/2021 | 0.96% | 1.04 | 1.05 | 260,000 | 260,000 | 260,000 | 260,000 | 270,621 | 273,221 | 97.82% | 97.82% |
09/09/2021 | 0.96% | 1.07 | 1.08 | 260,000 | 260,000 | 260,000 | 260,000 | 270,846 | 273,446 | 97.51% | 97.51% |
08/09/2021 | 0.96% | 1.06 | 1.07 | 260,000 | 260,000 | 260,000 | 260,000 | 269,700 | 272,300 | 97.36% | 97.36% |
07/09/2021 | 0.92% | 1.07 | 1.08 | 260,000 | 260,000 | 260,000 | 260,000 | 282,092 | 284,692 | 97.44% | 97.44% |