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 | 4.46% | 0.41 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 22,042 | 23,042 | 100.00% | 100.00% |
16/09/2021 | 6.97% | 0.54 | 0.56 | 70,000 | 70,000 | 70,000 | 70,000 | 22,919 | 24,319 | 100.00% | 100.00% |
15/09/2021 | 13.45% | 0.14 | 0.17 | 70,000 | 70,000 | 70,000 | 70,000 | 9,777 | 11,177 | 100.00% | 100.00% |
14/09/2021 | 9.91% | 0.14 | 0.16 | 70,000 | 70,000 | 70,000 | 70,000 | 13,714 | 15,114 | 97.75% | 97.75% |
13/09/2021 | 8.93% | 0.17 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 21,702 | 23,702 | 97.14% | 97.14% |
10/09/2021 | 14.29% | 0.16 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 13,102 | 15,102 | 100.00% | 100.00% |
09/09/2021 | 7.37% | 0.16 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 15,193 | 16,362 | 99.72% | 99.72% |
08/09/2021 | 7.31% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 13,420 | 14,420 | 99.62% | 99.62% |
07/09/2021 | 7.67% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 12,684 | 13,684 | 99.91% | 99.91% |