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 | - | - |
19/11/2021 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 46.88% | 46.88% |
18/11/2021 | 173.41% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,132 | 3,768 | 100.00% | 100.00% |
17/11/2021 | 66.67% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 | 5,000 | 100.00% | 100.00% |
16/11/2021 | 62.90% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,131 | 5,283 | 100.00% | 100.00% |
15/11/2021 | 66.67% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 | 5,000 | 100.00% | 100.00% |
12/11/2021 | 64.63% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,611 | 5,153 | 97.90% | 97.90% |
11/11/2021 | 65.06% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,481 | 5,120 | 100.00% | 100.00% |
10/11/2021 | 51.81% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,457 | 6,114 | 100.00% | 100.00% |
09/11/2021 | 46.91% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,544 | 6,636 | 100.00% | 100.00% |