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 | 123.57% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,167 | 6,584 | 100.00% | 100.00% |
16/09/2021 | 64.86% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,677 | 10,338 | 99.44% | 99.44% |
15/09/2021 | 33.30% | 0.02 | 0.03 | 1,000,000 | 500,000 | 999,999 | 492,521 | 25,867 | 17,634 | 99.44% | 99.44% |
14/09/2021 | 24.35% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 491,373 | 37,062 | 23,100 | 99.44% | 99.44% |
13/09/2021 | 19.68% | 0.07 | 0.08 | 1,000,000 | 400,000 | 1,000,000 | 473,366 | 49,152 | 27,382 | 99.44% | 99.44% |
10/09/2021 | 28.58% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,991 | 19,996 | 99.42% | 99.42% |
09/09/2021 | 24.02% | 0.03 | 0.04 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,166 | 23,583 | 92.67% | 92.67% |
08/09/2021 | 24.36% | 0.05 | 0.06 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,024 | 23,512 | 99.44% | 99.44% |
07/09/2021 | 18.32% | 0.04 | 0.05 | 1,000,000 | 400,000 | 804,410 | 281,829 | 40,153 | 16,739 | 98.03% | 98.03% |