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 | 11.33% | 0.08 | 0.09 | 170,000 | 170,000 | 170,000 | 170,000 | 14,190 | 15,890 | 100.00% | 100.00% |
16/09/2021 | 12.45% | 0.08 | 0.09 | 830,000 | 830,000 | 374,137 | 374,137 | 27,627 | 31,369 | 99.25% | 99.25% |
15/09/2021 | 14.76% | 0.06 | 0.07 | 900,000 | 900,000 | 402,255 | 402,255 | 24,320 | 28,343 | 99.30% | 99.30% |
14/09/2021 | 15.12% | 0.07 | 0.08 | 970,000 | 970,000 | 437,815 | 437,815 | 29,252 | 33,630 | 99.25% | 99.25% |
13/09/2021 | 15.09% | 0.04 | 0.05 | 920,000 | 920,000 | 409,424 | 409,424 | 23,240 | 27,334 | 98.06% | 98.06% |
10/09/2021 | 9.30% | 0.10 | 0.11 | 880,000 | 880,000 | 395,400 | 395,400 | 40,234 | 44,188 | 99.24% | 99.24% |
09/09/2021 | 10.64% | 0.10 | 0.11 | 920,000 | 920,000 | 413,977 | 413,977 | 38,773 | 42,912 | 99.20% | 99.20% |
08/09/2021 | 10.03% | 0.08 | 0.09 | 940,000 | 940,000 | 423,278 | 423,278 | 41,186 | 45,418 | 97.77% | 97.77% |
07/09/2021 | 13.53% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 477,861 | 477,861 | 38,001 | 42,780 | 99.26% | 99.26% |