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% | 99.80 | 100.20 | 500,000 | 100,000 | 136,880 | 27,376 | 136,606 | 27,431 | 100.00% | 100.00% |
16/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 147,523 | 29,505 | 147,228 | 29,564 | 98.92% | 98.92% |
15/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,282 | 29,656 | 147,986 | 29,716 | 100.00% | 100.00% |
14/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,283 | 29,657 | 147,987 | 29,716 | 100.00% | 100.00% |
13/09/2021 | 0.40% | 99.80 | 100.20 | 500,000 | 100,000 | 148,281 | 29,656 | 147,984 | 29,716 | 100.00% | 100.00% |
10/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 157,316 | 31,463 | 157,159 | 31,558 | 91.59% | 91.59% |
09/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 140,884 | 28,177 | 140,743 | 28,261 | 97.94% | 97.94% |
08/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 148,326 | 29,665 | 148,178 | 29,754 | 99.91% | 99.91% |
07/09/2021 | 0.40% | 99.90 | 100.30 | 500,000 | 100,000 | 152,184 | 30,437 | 152,032 | 30,528 | 96.17% | 96.17% |