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 | - | - |
13/08/2021 | 154.13% | 0.01 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 4,365 | 32,634 | 69.35% | 70.10% |
12/08/2021 | 85.49% | 0.24 | 0.25 | 200,000 | 200,000 | 121,807 | 121,808 | 15,281 | 30,927 | 100.00% | 100.00% |
11/08/2021 | 12.14% | 0.15 | 0.22 | 200,000 | 200,000 | 122,101 | 122,104 | 32,565 | 36,761 | 98.64% | 98.64% |
10/08/2021 | 2.08% | 0.38 | 0.39 | 200,000 | 200,000 | 121,795 | 121,795 | 56,796 | 58,014 | 100.00% | 100.00% |
09/08/2021 | 2.02% | 0.48 | 0.49 | 200,000 | 200,000 | 121,792 | 121,930 | 59,829 | 61,118 | 99.46% | 99.46% |
06/08/2021 | 1.99% | 0.42 | 0.43 | 200,000 | 200,000 | 121,824 | 121,812 | 59,497 | 60,710 | 100.00% | 100.00% |
05/08/2021 | 1.42% | 0.61 | 0.62 | 200,000 | 200,000 | 121,657 | 121,657 | 83,827 | 85,043 | 99.82% | 99.82% |
04/08/2021 | 1.72% | 0.70 | 0.71 | 200,000 | 200,000 | 121,831 | 121,791 | 72,531 | 73,729 | 100.00% | 100.00% |
03/08/2021 | 1.52% | 0.68 | 0.69 | 200,000 | 200,000 | 121,817 | 121,798 | 81,963 | 83,169 | 100.00% | 100.00% |