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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/09/2021 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
15/09/2021 | 108.33% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 3,400 | 10,900 | 73.20% | 100.00% |
14/09/2021 | 27.53% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 19,451 | 25,549 | 99.99% | 99.99% |
13/09/2021 | 12.11% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 39,892 | 44,892 | 100.00% | 100.00% |
10/09/2021 | 9.84% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 49,379 | 54,379 | 100.00% | 100.00% |
09/09/2021 | 6.42% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 75,899 | 80,899 | 99.05% | 99.05% |
08/09/2021 | 4.44% | 0.24 | 0.25 | 350,000 | 350,000 | 350,000 | 350,000 | 77,900 | 81,400 | 99.94% | 99.94% |
07/09/2021 | 2.30% | 0.39 | 0.40 | 320,000 | 320,000 | 320,000 | 320,000 | 138,143 | 141,343 | 100.00% | 100.00% |