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 | - | - |
04/11/2021 | - | 0.32 | 0.33 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/11/2021 | 1.78% | 0.53 | 0.54 | 481,000 | 500,000 | 499,941 | 499,990 | 278,182 | 283,210 | 100.00% | 100.00% |
02/11/2021 | 1.53% | 0.58 | 0.59 | 500,000 | 500,000 | 499,998 | 499,936 | 328,428 | 333,386 | 98.78% | 98.78% |
01/11/2021 | 1.16% | 0.84 | 0.85 | 500,000 | 500,000 | 499,993 | 499,970 | 431,248 | 436,229 | 100.00% | 100.00% |
29/10/2021 | 0.76% | 1.19 | 1.20 | 500,000 | 500,000 | 499,998 | 499,999 | 657,518 | 662,520 | 100.00% | 100.00% |
28/10/2021 | 0.86% | 1.14 | 1.15 | 500,000 | 500,000 | 500,000 | 500,000 | 577,748 | 582,748 | 99.56% | 99.56% |
27/10/2021 | 0.91% | 1.08 | 1.09 | 500,000 | 500,000 | 498,998 | 499,981 | 545,949 | 552,011 | 99.51% | 99.51% |
26/10/2021 | 0.99% | 0.97 | 0.98 | 500,000 | 495,700 | 500,000 | 499,998 | 504,520 | 509,518 | 97.32% | 97.32% |
25/10/2021 | 0.73% | 1.31 | 1.32 | 500,000 | 500,000 | 500,000 | 499,999 | 682,868 | 687,867 | 99.63% | 99.63% |