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 | - | - |
02/08/2021 | - | 0.30 | 0.31 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/07/2021 | 1.98% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 153,964 | 157,006 | 91.33% | 91.33% |
29/07/2021 | 1.99% | 0.55 | 0.56 | 300,000 | 300,000 | 300,000 | 300,000 | 157,427 | 160,597 | 99.12% | 99.12% |
28/07/2021 | 2.28% | 0.57 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 172,779 | 176,739 | 100.00% | 100.00% |
27/07/2021 | 1.51% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 200,510 | 203,547 | 96.96% | 96.96% |
26/07/2021 | 1.93% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 179,428 | 182,901 | 99.49% | 99.49% |
23/07/2021 | 1.95% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 156,698 | 159,767 | 96.94% | 96.94% |
22/07/2021 | 1.41% | 0.78 | 0.79 | 300,000 | 300,000 | 300,000 | 300,000 | 212,627 | 215,627 | 99.58% | 99.58% |
21/07/2021 | 1.47% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 203,401 | 206,401 | 98.63% | 98.63% |