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 | 84.87% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,254 | 5,297 | 45.37% | 45.37% |
14/10/2021 | 79.88% | 0.03 | 0.04 | 1,000,000 | 250,000 | 999,872 | 250,000 | 12,815 | 5,932 | 100.00% | 100.00% |
13/10/2021 | 174.62% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,032 | 3,754 | 100.00% | 100.00% |
12/10/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
11/10/2021 | 87.59% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,927 | 4,953 | 100.00% | 100.00% |
08/10/2021 | 23.68% | 0.03 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,547 | 11,887 | 99.64% | 99.64% |
07/10/2021 | 23.68% | 0.05 | 0.06 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,745 | 11,936 | 99.73% | 99.73% |
06/10/2021 | 39.48% | 0.03 | 0.04 | 1,000,000 | 250,000 | 999,390 | 251,829 | 21,024 | 7,836 | 99.70% | 99.70% |
05/10/2021 | 21.15% | 0.06 | 0.07 | 1,000,000 | 500,000 | 999,218 | 288,263 | 42,686 | 15,485 | 100.00% | 100.00% |