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 | - | - |
15/10/2021 | - | 0.38 | - | 4,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.42% |
14/10/2021 | - | 1.82 | - | 4,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
13/10/2021 | - | 2.87 | - | 5,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.19% |
12/10/2021 | 1.62% | 3.04 | 3.08 | 5,500 | 5,500 | 4,280 | 4,280 | 16,071 | 16,332 | 92.24% | 92.24% |
11/10/2021 | 1.26% | 4.19 | 4.23 | 5,500 | 5,500 | 4,284 | 4,284 | 20,850 | 21,113 | 98.60% | 98.60% |
08/10/2021 | 1.44% | 4.98 | 5.02 | 5,500 | 5,500 | 4,263 | 4,263 | 19,090 | 19,352 | 98.72% | 98.72% |
07/10/2021 | 1.37% | 4.85 | 4.89 | 5,500 | 5,500 | 4,261 | 4,261 | 19,841 | 20,103 | 100.00% | 100.00% |
06/10/2021 | 1.02% | 5.28 | 5.32 | 5,500 | 5,500 | 4,368 | 4,368 | 26,584 | 26,853 | 98.22% | 98.22% |
05/10/2021 | 1.34% | 4.86 | 4.90 | 5,500 | 5,500 | 4,266 | 4,266 | 19,880 | 20,142 | 99.52% | 99.52% |