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 | 0.14% | 7.33 | 7.34 | 100,000 | 100,000 | 100,000 | 100,000 | 729,370 | 730,370 | 99.36% | 99.36% |
05/08/2021 | 0.14% | 7.27 | 7.28 | 200,000 | 200,000 | 121,501 | 121,501 | 874,930 | 876,146 | 99.79% | 99.79% |
04/08/2021 | 0.14% | 7.09 | 7.20 | 200,000 | 100,000 | 100,000 | 100,000 | 718,840 | 719,840 | 33.54% | 98.32% |
03/08/2021 | 0.14% | 6.84 | 6.85 | 200,000 | 200,000 | 120,893 | 120,893 | 856,939 | 858,148 | 92.55% | 92.55% |
02/08/2021 | 0.14% | 7.07 | 7.08 | 200,000 | 200,000 | 126,684 | 126,684 | 895,890 | 897,157 | 80.37% | 80.37% |
30/07/2021 | 0.14% | 7.04 | 7.05 | 200,000 | 200,000 | 123,475 | 123,475 | 872,028 | 873,262 | 91.36% | 91.36% |
29/07/2021 | 0.14% | 7.30 | 7.31 | 200,000 | 200,000 | 122,233 | 122,233 | 890,133 | 891,356 | 96.46% | 96.46% |
28/07/2021 | 0.13% | 7.63 | 7.64 | 200,000 | 200,000 | 123,723 | 123,723 | 958,160 | 959,397 | 90.42% | 90.42% |
27/07/2021 | 0.13% | 7.52 | 7.53 | 200,000 | 200,000 | 123,645 | 123,645 | 967,364 | 968,619 | 90.70% | 90.70% |