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 | - | - |
21/10/2021 | 5.01% | 0.07 | 0.14 | 200,000 | 200,000 | 70,273 | 70,273 | 27,073 | 28,233 | 91.20% | 91.20% |
20/10/2021 | 5.66% | 0.53 | 0.57 | 200,000 | 200,000 | 89,495 | 89,495 | 48,251 | 51,452 | 99.58% | 99.58% |
19/10/2021 | 22.52% | 0.48 | 0.55 | 200,000 | 200,000 | 89,451 | 89,451 | 40,719 | 49,236 | 99.21% | 99.21% |
18/10/2021 | 2.25% | 0.53 | 0.54 | 200,000 | 200,000 | 89,558 | 89,558 | 50,266 | 51,750 | 99.48% | 99.48% |
15/10/2021 | 1.23% | 0.72 | 0.73 | 200,000 | 200,000 | 88,744 | 88,744 | 70,273 | 71,160 | 98.09% | 98.09% |
14/10/2021 | 1.17% | 0.85 | 0.86 | 200,000 | 200,000 | 89,668 | 89,668 | 76,663 | 77,559 | 98.27% | 98.27% |
13/10/2021 | 1.09% | 0.93 | 0.94 | 200,000 | 200,000 | 90,340 | 90,340 | 82,941 | 83,845 | 97.95% | 97.95% |
12/10/2021 | 0.99% | 0.94 | 0.95 | 200,000 | 200,000 | 89,696 | 89,696 | 88,027 | 88,924 | 99.19% | 99.19% |
11/10/2021 | 0.92% | 1.03 | 1.04 | 200,000 | 200,000 | 89,505 | 89,505 | 95,544 | 96,439 | 99.58% | 99.58% |