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 | - | 0.00 | 0.01 | 1,000,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/09/2021 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.42% | 99.42% |
15/09/2021 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.45% | 99.45% |
14/09/2021 | 148.32% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,770 | 5,885 | 99.43% | 99.43% |
13/09/2021 | 84.58% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,090 | 8,545 | 99.44% | 99.44% |
10/09/2021 | 66.17% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,298 | 10,149 | 99.41% | 99.41% |
09/09/2021 | 69.23% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,508 | 9,754 | 92.67% | 92.67% |
08/09/2021 | 74.64% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,490 | 9,245 | 99.43% | 99.43% |
07/09/2021 | 81.35% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,359 | 8,679 | 98.05% | 98.05% |