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 | 94.92% | 0.01 | 0.06 | 70,000 | 70,000 | 70,000 | 70,000 | 1,480 | 3,854 | 56.76% | 100.00% |
16/09/2021 | 64.53% | 0.11 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 6,813 | 9,711 | 52.90% | 100.00% |
15/09/2021 | 166.62% | 0.01 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 500 | 5,491 | 27.64% | 100.00% |
14/09/2021 | 88.85% | 0.01 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 2,194 | 5,507 | 99.97% | 99.97% |
13/09/2021 | 46.72% | 0.03 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 3,693 | 5,855 | 99.57% | 99.57% |
10/09/2021 | 43.69% | 0.04 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 3,585 | 5,585 | 100.00% | 100.00% |
09/09/2021 | 21.54% | 0.05 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 4,816 | 5,985 | 99.71% | 99.71% |
08/09/2021 | 19.63% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 4,638 | 5,638 | 99.63% | 99.63% |
07/09/2021 | 21.48% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 4,182 | 5,182 | 99.92% | 99.92% |