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 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 98.45% | 98.45% |
16/09/2021 | 144.80% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,888 | 4,008 | 98.43% | 98.43% |
15/09/2021 | 162.60% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,185 | 3,856 | 100.00% | 100.00% |
14/09/2021 | 104.93% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,700 | 4,348 | 100.00% | 100.00% |
13/09/2021 | 147.41% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,638 | 3,986 | 98.83% | 98.83% |
10/09/2021 | 28.57% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 | 5,000 | 100.00% | 100.00% |
09/09/2021 | 28.53% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,033 | 5,008 | 100.00% | 100.00% |
08/09/2021 | 22.26% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,969 | 6,242 | 100.00% | 100.00% |
07/09/2021 | 19.98% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,769 | 6,942 | 100.00% | 100.00% |