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 | - | - |
06/08/2021 | 1.03% | 2.24 | 2.26 | 30,000 | 12,500 | 30,000 | 12,500 | 67,326 | 28,344 | 99.30% | 99.30% |
05/08/2021 | 0.91% | 2.21 | 2.22 | 30,000 | 25,000 | 30,000 | 15,188 | 67,017 | 34,240 | 99.76% | 99.76% |
04/08/2021 | 1.08% | 2.19 | 2.25 | 30,000 | 12,500 | 30,000 | 12,500 | 67,285 | 28,340 | 33.52% | 98.28% |
03/08/2021 | 0.88% | 2.33 | 2.34 | 30,000 | 25,000 | 30,000 | 15,207 | 67,163 | 34,455 | 93.42% | 93.42% |
02/08/2021 | 0.80% | 2.16 | 2.17 | 30,000 | 25,000 | 30,000 | 15,226 | 70,770 | 35,751 | 98.28% | 98.28% |
30/07/2021 | 0.73% | 2.50 | 2.51 | 25,000 | 25,000 | 21,445 | 15,225 | 56,242 | 40,035 | 98.27% | 98.27% |
29/07/2021 | 0.67% | 2.60 | 2.61 | 25,000 | 25,000 | 21,090 | 15,226 | 59,074 | 42,692 | 98.25% | 98.25% |
28/07/2021 | 0.65% | 2.88 | 2.89 | 25,000 | 25,000 | 21,090 | 15,225 | 61,257 | 44,454 | 98.23% | 98.23% |
27/07/2021 | 0.69% | 2.93 | 2.94 | 25,000 | 25,000 | 21,098 | 15,246 | 58,145 | 42,609 | 97.49% | 97.49% |