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 | - | - |
17/09/2021 | 7.96% | 0.11 | 0.12 | 475,000 | 475,000 | 428,360 | 428,360 | 51,742 | 56,025 | 98.44% | 98.44% |
16/09/2021 | 8.47% | 0.12 | 0.13 | 475,000 | 475,000 | 458,159 | 458,159 | 51,837 | 56,418 | 98.67% | 98.67% |
15/09/2021 | 6.18% | 0.14 | 0.15 | 375,000 | 375,000 | 333,494 | 333,494 | 52,268 | 55,603 | 100.00% | 100.00% |
14/09/2021 | 4.81% | 0.21 | 0.22 | 250,000 | 250,000 | 253,447 | 253,447 | 51,531 | 54,065 | 100.00% | 100.00% |
13/09/2021 | 5.29% | 0.18 | 0.19 | 300,000 | 300,000 | 286,722 | 286,722 | 52,785 | 55,653 | 100.00% | 100.00% |
10/09/2021 | 5.72% | 0.18 | 0.19 | 300,000 | 300,000 | 309,173 | 309,173 | 52,512 | 55,604 | 100.00% | 100.00% |
09/09/2021 | 7.31% | 0.15 | 0.16 | 375,000 | 375,000 | 395,675 | 395,675 | 52,239 | 56,196 | 100.00% | 100.00% |
08/09/2021 | 4.96% | 0.17 | 0.18 | 300,000 | 300,000 | 261,876 | 261,876 | 51,460 | 54,079 | 100.00% | 100.00% |
07/09/2021 | 3.76% | 0.25 | 0.26 | 200,000 | 200,000 | 202,322 | 202,322 | 52,913 | 54,936 | 100.00% | 100.00% |