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 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 | 501,750 | 100.00% | 100.00% |
16/09/2021 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 498,876 | 501,376 | 100.00% | 100.00% |
15/09/2021 | 0.50% | 99.85 | 100.35 | 500,000 | 500,000 | 500,000 | 500,000 | 499,252 | 501,752 | 100.00% | 100.00% |
14/09/2021 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 498,429 | 500,929 | 100.00% | 100.00% |
13/09/2021 | 0.50% | 99.65 | 100.15 | 500,000 | 500,000 | 500,000 | 500,000 | 497,574 | 500,074 | 100.00% | 100.00% |
10/09/2021 | 0.50% | 99.35 | 99.85 | 500,000 | 500,000 | 500,000 | 500,000 | 496,608 | 499,108 | 100.00% | 100.00% |
09/09/2021 | 0.51% | 98.85 | 99.35 | 500,000 | 500,000 | 500,000 | 499,988 | 493,027 | 495,516 | 98.48% | 98.48% |
08/09/2021 | 0.51% | 98.55 | 99.05 | 500,000 | 500,000 | 500,000 | 500,000 | 492,620 | 495,120 | 99.98% | 99.98% |
07/09/2021 | 0.51% | 98.55 | 99.05 | 500,000 | 500,000 | 500,000 | 500,000 | 492,841 | 495,341 | 100.00% | 100.00% |