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 | - | - | 0.02 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/09/2021 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.15% |
15/09/2021 | - | - | 0.02 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 98.65% |
14/09/2021 | 103.36% | 0.01 | 0.02 | 400,000 | 400,000 | 219,603 | 219,603 | 1,478 | 4,491 | 86.39% | 98.99% |
13/09/2021 | 49.96% | 0.02 | 0.03 | 400,000 | 400,000 | 241,291 | 241,291 | 3,702 | 6,120 | 97.21% | 97.21% |
10/09/2021 | 53.01% | 0.01 | 0.02 | 400,000 | 400,000 | 242,336 | 242,336 | 3,291 | 5,721 | 98.85% | 98.85% |
09/09/2021 | 62.70% | 0.01 | 0.02 | 400,000 | 400,000 | 240,500 | 240,500 | 2,646 | 5,051 | 96.53% | 96.53% |
08/09/2021 | 38.66% | 0.02 | 0.03 | 400,000 | 400,000 | 242,709 | 242,709 | 5,050 | 7,477 | 99.03% | 99.03% |
07/09/2021 | 125.71% | 0.03 | 0.04 | 400,000 | 400,000 | 242,819 | 242,819 | 3,516 | 13,803 | 99.15% | 99.15% |