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 | 8.75% | 0.22 | 0.24 | 900,000 | 300,000 | 900,000 | 300,000 | 196,711 | 71,570 | 100.00% | 100.00% |
16/09/2021 | 8.43% | 0.23 | 0.25 | 900,000 | 300,000 | 900,000 | 300,000 | 204,499 | 74,167 | 99.41% | 99.41% |
15/09/2021 | 7.96% | 0.24 | 0.26 | 900,000 | 300,000 | 900,000 | 300,000 | 217,330 | 78,443 | 99.44% | 99.44% |
14/09/2021 | 7.72% | 0.23 | 0.25 | 900,000 | 300,000 | 900,000 | 300,000 | 224,490 | 80,830 | 99.42% | 99.42% |
13/09/2021 | 3.69% | 0.30 | 0.31 | 900,000 | 300,000 | 900,000 | 300,000 | 240,241 | 83,080 | 99.43% | 99.43% |
10/09/2021 | 4.50% | 0.22 | 0.23 | 900,000 | 300,000 | 900,000 | 300,000 | 195,377 | 68,126 | 99.42% | 99.42% |
09/09/2021 | 4.24% | 0.22 | 0.23 | 900,000 | 300,000 | 900,000 | 300,000 | 207,982 | 72,327 | 92.68% | 92.68% |
08/09/2021 | 4.36% | 0.25 | 0.26 | 900,000 | 300,000 | 900,000 | 300,000 | 202,481 | 70,494 | 99.44% | 99.44% |
07/09/2021 | 3.86% | 0.23 | 0.24 | 600,000 | 200,000 | 477,005 | 159,002 | 120,804 | 41,858 | 98.05% | 98.05% |