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 | 0.44% | 2.13 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 1,125,820 | 1,130,820 | 92.57% | 92.57% |
16/09/2021 | 0.45% | 2.17 | 2.18 | 500,000 | 500,000 | 500,000 | 500,000 | 1,100,590 | 1,105,590 | 91.65% | 91.65% |
15/09/2021 | 0.46% | 2.01 | 2.02 | 500,000 | 500,000 | 500,000 | 500,000 | 1,089,940 | 1,094,940 | 100.00% | 100.00% |
14/09/2021 | 0.45% | 2.19 | 2.20 | 500,000 | 500,000 | 500,000 | 500,000 | 1,114,080 | 1,119,080 | 99.67% | 99.67% |
13/09/2021 | 0.43% | 2.19 | 2.20 | 500,000 | 500,000 | 500,000 | 500,000 | 1,161,970 | 1,166,970 | 84.40% | 84.40% |
10/09/2021 | 0.46% | 2.08 | 2.09 | 500,000 | 500,000 | 500,000 | 500,000 | 1,090,390 | 1,095,390 | 97.13% | 97.13% |
09/09/2021 | 0.49% | 2.18 | 2.19 | 500,000 | 500,000 | 500,000 | 500,000 | 1,013,150 | 1,018,150 | 98.67% | 98.67% |
08/09/2021 | 0.46% | 2.13 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 1,098,190 | 1,103,190 | 99.91% | 99.91% |
07/09/2021 | 0.38% | 2.56 | 2.57 | 500,000 | 500,000 | 500,000 | 500,000 | 1,322,220 | 1,327,220 | 98.52% | 98.52% |