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 | - | - |
06/08/2021 | 0.13% | 7.56 | 7.57 | 100,000 | 100,000 | 100,000 | 100,000 | 752,483 | 753,483 | 99.36% | 99.36% |
05/08/2021 | 0.13% | 7.50 | 7.51 | 200,000 | 200,000 | 121,502 | 121,502 | 902,967 | 904,182 | 99.79% | 99.79% |
04/08/2021 | 0.13% | 7.32 | 7.43 | 200,000 | 100,000 | 100,000 | 100,000 | 741,859 | 742,859 | 33.54% | 98.32% |
03/08/2021 | 0.14% | 7.07 | 7.08 | 200,000 | 200,000 | 120,892 | 120,892 | 884,740 | 885,949 | 92.55% | 92.55% |
02/08/2021 | 0.14% | 7.30 | 7.31 | 200,000 | 200,000 | 126,682 | 126,682 | 925,053 | 926,320 | 80.36% | 80.36% |
30/07/2021 | 0.14% | 7.27 | 7.28 | 200,000 | 200,000 | 123,474 | 123,474 | 900,469 | 901,704 | 91.36% | 91.36% |
29/07/2021 | 0.13% | 7.53 | 7.54 | 200,000 | 200,000 | 122,232 | 122,232 | 918,352 | 919,575 | 96.46% | 96.46% |
28/07/2021 | 0.13% | 7.87 | 7.88 | 200,000 | 200,000 | 123,723 | 123,723 | 986,874 | 988,194 | 90.42% | 90.42% |
27/07/2021 | 0.13% | 7.76 | 7.77 | 200,000 | 200,000 | 123,645 | 123,645 | 996,055 | 997,392 | 90.70% | 90.70% |