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 | - | - |
16/07/2021 | 95.74% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,275 | 20,000 | 7.34% | 98.09% |
15/07/2021 | 20.65% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 49,696 | 59,696 | 99.69% | 99.69% |
14/07/2021 | 21.29% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,863 | 53,863 | 98.66% | 98.66% |
13/07/2021 | 15.48% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,154 | 70,154 | 99.19% | 99.19% |
12/07/2021 | 8.13% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 125,051 | 135,051 | 99.93% | 99.93% |
09/07/2021 | 4.10% | 0.16 | 0.17 | 850,000 | 850,000 | 850,000 | 850,000 | 209,599 | 218,099 | 99.36% | 99.36% |
08/07/2021 | 2.20% | 0.50 | 0.51 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 465,279 | 475,279 | 99.22% | 99.22% |
07/07/2021 | 4.45% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 220,659 | 230,659 | 97.20% | 97.20% |
06/07/2021 | 3.81% | 0.37 | 0.38 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 262,055 | 272,055 | 98.67% | 98.67% |