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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/09/2021 | - | - | 0.07 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 55.30% |
15/09/2021 | 193.80% | 0.00 | 0.07 | 500,000 | 100,000 | 499,999 | 52,289 | 552 | 3,660 | 25.41% | 47.65% |
14/09/2021 | 161.53% | 0.00 | 0.07 | 500,000 | 100,000 | 500,000 | 56,966 | 3,791 | 3,988 | 95.65% | 95.65% |
13/09/2021 | - | 0.03 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 92.40% |
10/09/2021 | 156.92% | 0.01 | 0.07 | 500,000 | 100,000 | 500,000 | 53,330 | 4,231 | 3,733 | 81.23% | 89.19% |
09/09/2021 | 148.51% | 0.01 | 0.07 | 500,000 | 100,000 | 500,000 | 59,124 | 5,194 | 4,139 | 82.00% | 82.00% |
08/09/2021 | 148.67% | 0.02 | 0.07 | 500,000 | 100,000 | 500,000 | 58,556 | 5,198 | 4,099 | 91.68% | 91.68% |
07/09/2021 | - | 0.01 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.86% |