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 | - | - |
11/08/2021 | 22.64% | 0.02 | 0.13 | 500,000 | 500,000 | 500,000 | 499,999 | 61,489 | 74,653 | 63.53% | 63.53% |
10/08/2021 | 23.90% | 0.14 | 0.20 | 500,000 | 500,000 | 499,998 | 500,000 | 63,447 | 78,238 | 96.47% | 96.47% |
09/08/2021 | 5.61% | 0.20 | 0.21 | 500,000 | 500,000 | 499,999 | 499,996 | 102,846 | 108,304 | 98.34% | 98.34% |
06/08/2021 | 15.45% | 0.16 | 0.21 | 500,000 | 500,000 | 499,993 | 499,972 | 75,647 | 86,168 | 99.96% | 99.96% |
05/08/2021 | 3.63% | 0.20 | 0.22 | 490,000 | 500,000 | 499,922 | 499,972 | 137,505 | 142,522 | 97.83% | 97.83% |
04/08/2021 | 2.58% | 0.32 | 0.33 | 500,000 | 500,000 | 499,943 | 499,853 | 195,140 | 200,105 | 100.00% | 100.00% |
03/08/2021 | 1.69% | 0.61 | 0.62 | 500,000 | 500,000 | 499,943 | 499,965 | 295,852 | 300,868 | 100.00% | 100.00% |
02/08/2021 | 1.78% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 499,991 | 283,857 | 288,852 | 100.00% | 100.00% |
30/07/2021 | 1.42% | 0.61 | 0.62 | 500,000 | 500,000 | 499,993 | 499,991 | 353,204 | 358,204 | 100.00% | 100.00% |