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 | 85.95% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,567 | 23,174 | 70.41% | 95.91% |
16/09/2021 | 30.56% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,842 | 40,850 | 90.44% | 90.44% |
15/09/2021 | 13.62% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 70,319 | 80,319 | 98.26% | 98.26% |
14/09/2021 | 8.21% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 118,829 | 128,829 | 99.14% | 99.14% |
13/09/2021 | 6.07% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 162,908 | 172,908 | 98.81% | 98.81% |
10/09/2021 | 8.01% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 121,852 | 131,852 | 97.13% | 97.13% |
09/09/2021 | 7.76% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 124,847 | 134,847 | 97.96% | 97.96% |
08/09/2021 | 5.10% | 0.18 | 0.19 | 910,000 | 910,000 | 910,000 | 910,000 | 176,878 | 185,978 | 96.47% | 96.47% |
07/09/2021 | 2.43% | 0.36 | 0.37 | 790,000 | 790,000 | 790,000 | 790,000 | 322,902 | 330,802 | 97.97% | 97.97% |