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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 99.17% | 99.17% |
14/10/2021 | 34.94% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,393 | 4,946 | 94.11% | 94.11% |
13/10/2021 | 19.62% | 0.02 | 0.03 | 1,000,000 | 250,000 | 999,845 | 250,000 | 23,376 | 7,095 | 99.98% | 99.98% |
12/10/2021 | 18.85% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,558 | 7,390 | 100.00% | 100.00% |
11/10/2021 | 16.64% | 0.03 | 0.04 | 1,000,000 | 250,000 | 999,977 | 249,957 | 27,880 | 8,219 | 100.00% | 100.00% |
08/10/2021 | 12.46% | 0.04 | 0.05 | 985,300 | 250,000 | 990,337 | 265,932 | 38,597 | 11,819 | 99.77% | 99.77% |
07/10/2021 | 7.50% | 0.09 | 0.09 | 575,000 | 300,000 | 748,383 | 404,689 | 51,024 | 30,498 | 100.00% | 100.00% |
06/10/2021 | 7.40% | 0.12 | 0.13 | 425,000 | 425,000 | 536,326 | 395,156 | 50,898 | 42,164 | 100.00% | 100.00% |
05/10/2021 | 7.05% | 0.14 | 0.15 | 375,000 | 375,000 | 443,383 | 409,490 | 52,242 | 52,865 | 100.00% | 100.00% |