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 | - | - |
15/10/2021 | - | 0.00 | 0.01 | 1,000,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/10/2021 | 67.32% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,172 | 6,264 | 100.00% | 100.00% |
13/10/2021 | 18.78% | 0.03 | 0.04 | 1,000,000 | 250,000 | 883,231 | 348,271 | 44,524 | 24,560 | 100.00% | 100.00% |
12/10/2021 | 12.70% | 0.07 | 0.08 | 675,000 | 350,000 | 691,597 | 394,691 | 51,051 | 34,424 | 100.00% | 100.00% |
11/10/2021 | 9.52% | 0.08 | 0.09 | 625,000 | 325,000 | 504,773 | 441,864 | 50,657 | 49,943 | 100.00% | 100.00% |
08/10/2021 | 8.34% | 0.09 | 0.10 | 475,000 | 475,000 | 448,021 | 433,342 | 51,631 | 54,582 | 99.69% | 99.69% |
07/10/2021 | 6.96% | 0.11 | 0.12 | 425,000 | 425,000 | 374,673 | 374,392 | 52,014 | 55,724 | 99.70% | 99.70% |
06/10/2021 | 2.85% | 0.26 | 0.27 | 200,000 | 200,000 | 155,597 | 155,598 | 53,886 | 55,442 | 99.72% | 99.72% |
05/10/2021 | 3.93% | 0.23 | 0.24 | 225,000 | 225,000 | 210,088 | 210,088 | 52,428 | 54,529 | 100.00% | 100.00% |