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 | 2.50% | 0.47 | 1.94 | 4,000 | 6,500 | 4,612 | 4,612 | 12,700 | 13,022 | 61.78% | 82.55% |
30/07/2021 | 1.40% | 3.44 | 3.48 | 6,500 | 6,500 | 5,379 | 5,379 | 25,338 | 25,697 | 94.86% | 94.86% |
29/07/2021 | 0.97% | 4.37 | 4.41 | 7,000 | 7,000 | 5,449 | 5,449 | 34,878 | 35,213 | 99.75% | 99.75% |
28/07/2021 | 0.86% | 7.10 | 7.14 | 7,000 | 7,000 | 5,445 | 5,445 | 39,972 | 40,308 | 100.00% | 100.00% |
27/07/2021 | 1.15% | 7.61 | 7.65 | 7,000 | 7,000 | 5,409 | 5,409 | 31,942 | 32,274 | 99.57% | 99.57% |
26/07/2021 | 0.91% | 6.21 | 7.21 | 7,000 | 7,000 | 5,135 | 5,135 | 39,003 | 39,359 | 50.48% | 99.98% |
23/07/2021 | 0.49% | 8.01 | 8.05 | 7,000 | 7,000 | 7,000 | 7,000 | 56,522 | 56,802 | 16.33% | 99.98% |
22/07/2021 | - | 7.38 | - | 7,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21/07/2021 | - | 5.88 | - | 7,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.79% |