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 | 0.40% | 99.70 | 100.10 | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 | 100,100 | 95.65% | 95.65% |
16/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 92.53% | 92.53% |
15/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 97.00% | 97.00% |
14/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 97.55% | 97.55% |
13/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 99.20% | 99.20% |
10/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 | 100,200 | 85.55% | 85.55% |
09/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 97.06% | 97.06% |
08/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 94.77% | 94.77% |
07/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 | 100,300 | 95.89% | 95.89% |